Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532)
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scientific article; zbMATH DE number 5078668
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| English | Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions |
scientific article; zbMATH DE number 5078668 |
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Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (English)
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7 December 2006
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controlled regime-switching diffusion
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regime-switching jump diffusion
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Markov chain approximation
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convergence
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0.8976168036460876
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0.895382821559906
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0.8800289630889893
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0.8678500652313232
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0.8429315090179443
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