"First Order Strong Approximations of Jump Diffusions."

Nicola Bruti Liberati, Christina Nikitopoulos-Sklibosios, Eckhard Platen (2006)

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DOI: 10.1515/156939606778705191

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type: Journal Article

metadata version: 2024-10-06

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Nicola Bruti Liberati, Christina Nikitopoulos-Sklibosios, Eckhard Platen:
First Order Strong Approximations of Jump Diffusions. Monte Carlo Methods Appl. 12(3): 191-209 (2006)

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