Pages that link to "Item:Q2485324"
From MaRDI portal
The following pages link to The approximate Euler method for Lévy driven stochastic differential equations (Q2485324):
Displaying 10 items.
- An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations (Q4931165) (← links)
- Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (Q4961776) (← links)
- Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises (Q5030944) (← links)
- The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise (Q5031226) (← links)
- Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
- Weak Euler Approximation for Itô Diffusion and Jump Processes (Q5256274) (← links)
- High Order Weak Approximation Schemes for Lévy-Driven SDEs (Q5326139) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
- On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes (Q6151511) (← links)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)
