Approximation of jump diffusions in finance and economics

From MaRDI portal
Publication:2642601

DOI10.1007/s10614-006-9066-yzbMath1161.91384OpenAlexW1989866077MaRDI QIDQ2642601

Eckhard Platen, Nicola Bruti-Liberati

Publication date: 17 August 2007

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://www.uts.edu.au/sites/default/files/qfr-archive-02/QFR-rp176.pdf



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (13)



Cites Work


This page was built for publication: Approximation of jump diffusions in finance and economics