Numerical methods for nonlinear stochastic differential equations with jumps

2005/05/31 by Desmond J. Higham, Peter.E. Kloeden, Peter E. Kloeden · 12 citations
Economics, Econometrics and Finance · Engineering · Social Sciences · #Stochastic processes and financial applications #Fluid Dynamics and Turbulent Flows #Insurance, Mortality, Demography, Risk Management

paper · doi:10.1007/s00211-005-0611-8

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