The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients

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Publication:6191883

DOI10.4208/jcm.2204-m2021-0270OpenAlexW4361801882MaRDI QIDQ6191883

Xuerong Mao, Chen Fei, Shounian Deng, Weiyin Fei

Publication date: 12 February 2024

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/80128/1/Deng_etal_JCM_2022_The_truncated_EM_method_for_jump_diffusion.pdf




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