Jump-diffusions in Hilbert spaces: existence, stability and numerics
Author:
Affiliation:
1. a Swiss Finance Institute, Ecole Polytechnique Fédérale de Lausanne , Quartier UNIL-Dorigny, Extranef 218, CH-1015, Lausanne, Switzerland
2. b Department of Mathematics , ETH Zürich , Rämistrasse 101, CH-8092, Zürich, Switzerland
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442501003624407
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