Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722)

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Stability of numerical methods for jump diffusions and Markovian switching jump diffusions
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    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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