Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Q3043428)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities |
scientific article |
Statements
Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (English)
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6 August 2004
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discretization scheme
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jump diffusion process
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state dependent intensity
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