A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770)
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scientific article; zbMATH DE number 7699022
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| English | A long term analysis of stochastic theta methods for mean reverting linear process with jumps |
scientific article; zbMATH DE number 7699022 |
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A long term analysis of stochastic theta methods for mean reverting linear process with jumps (English)
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20 June 2023
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long term behavior
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stochastic theta methods
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Poisson jump
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stability
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0.8741449
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0.8712411
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0.8677412
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0.86391956
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0.86346143
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0.8634248
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0.86298615
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