Pages that link to "Item:Q4223643"
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The following pages link to Exact solutions and doubly efficient approximations of jump-diffusion itô equations (Q4223643):
Displaying 12 items.
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems (Q885946) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275) (← links)
- Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Convergence and stability of the balanced methods for stochastic differential equations with jumps (Q3101609) (← links)
- The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (Q3423710) (← links)
- Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)
- Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
