Stability of stochastic theta method for asset price models with Markovian switching (Q4980416)
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scientific article; zbMATH DE number 6311259
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| English | Stability of stochastic theta method for asset price models with Markovian switching |
scientific article; zbMATH DE number 6311259 |
Statements
30 June 2014
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Markovian switching
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stochastic theta method
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asymptotic stability
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0.7825734615325928
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0.7749581933021545
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0.7716226577758789
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0.7664893269538879
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0.7663589715957642
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