The following pages link to (Q3711409):
Displayed 9 items.
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Stratonovich and Ito Stochastic Taylor Expansions (Q3357211) (← links)
- (Q5168842) (← links)
- Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
- Multilevel Path Simulation for Jump-Diffusion SDEs (Q5326141) (← links)