Numerical solutions for jump-diffusions with regime switching (Q5460725)
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scientific article; zbMATH DE number 2187548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions for jump-diffusions with regime switching |
scientific article; zbMATH DE number 2187548 |
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Numerical solutions for jump-diffusions with regime switching (English)
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18 July 2005
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numerical methods
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discretization
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Markov chains
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weak convergence
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martingale problem
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finite differences
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stochastic differential equations
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