Pages that link to "Item:Q3043428"
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The following pages link to Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Q3043428):
Displaying 17 items.
- Mixture dynamics and regime switching diffusions with application to option pricing (Q539521) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Exact simulation of jump-diffusion processes with Monte Carlo applications (Q660166) (← links)
- Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion (Q764568) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Comparing stochastic volatility models through Monte Carlo simulations (Q959262) (← links)
- Numerical solution of jump-diffusion LIBOR market models (Q1424699) (← links)
- Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity (Q1630666) (← links)
- Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes (Q1724972) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Convergence of Moments of tau Leaping Schemes for Unbounded Markov Processes on Integer Lattices (Q2788629) (← links)
- Jump locations of jump-diffusion processes with state-dependent rates (Q4595430) (← links)
- Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
- Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps (Q5162036) (← links)
- Naive method to test the convergence of simulation and its applications in the computation of bankruptcy probability (Q5222403) (← links)
- Multilevel Path Simulation for Jump-Diffusion SDEs (Q5326141) (← links)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)
