Numerical conservation issues for jump Pearson diffusions (Q6169251)
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scientific article; zbMATH DE number 7710426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical conservation issues for jump Pearson diffusions |
scientific article; zbMATH DE number 7710426 |
Statements
Numerical conservation issues for jump Pearson diffusions (English)
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11 July 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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