Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722)
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scientific article; zbMATH DE number 6349160
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| English | Stability of numerical methods for jump diffusions and Markovian switching jump diffusions |
scientific article; zbMATH DE number 6349160 |
Statements
Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (English)
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29 September 2014
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jump diffusions
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Markovian switching
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numerical methods
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stability
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Poisson processes
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0.8716372847557068
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0.865107536315918
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0.8525252938270569
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0.8401792049407959
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0.8319069743156433
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