Pages that link to "Item:Q2423524"
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The following pages link to High-order numerical schemes for jump-SDEs (Q2423524):
Displaying 3 items.
- High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) (← links)
- Asymptotic high-order schemes for integro-differential problems arising in markets with jumps (Q2496604) (← links)
- Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Q3043428) (← links)