Weak Euler Approximation for Itô Diffusion and Jump Processes
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362994.2015.1014102
Reference51 articles.
1. Jump Diffusion Option Valuation in Discrete Time
2. Lévy Processes and Stochastic Calculus
3. Théorie de la spéculation
4. Lévy Processes
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