Numerical methods for a class of jump-diffusion systems with random magnitudes
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Publication:718596
DOI10.1016/j.cnsns.2010.09.029zbMath1221.65017MaRDI QIDQ718596
Publication date: 23 September 2011
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2010.09.029
91G80: Financial applications of other theories
65C30: Numerical solutions to stochastic differential and integral equations
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