Exact solutions and doubly efficient approximations of...

Exact solutions and doubly efficient approximations of jump-diffusion itô equations

Maghsoodi, Yoosef
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Volume:
16
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362999808809579
Date:
January, 1998
File:
PDF, 1.17 MB
english, 1998
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