Pages that link to "Item:Q5460725"
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The following pages link to Numerical solutions for jump-diffusions with regime switching (Q5460725):
Displaying 18 items.
- Numerical solutions of regime-switching jump diffusions (Q278452) (← links)
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722) (← links)
- Mixture dynamics and regime switching diffusions with application to option pricing (Q539521) (← links)
- A multivariate stochastic hybrid model with switching coefficients and jumps: solution and distribution (Q642452) (← links)
- Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching (Q968489) (← links)
- Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
- Asymptotic properties of jump-diffusion processes with state-dependent switching (Q2389228) (← links)
- On the stability of jump-diffusions with Markovian switching (Q2474962) (← links)
- Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management (Q2516863) (← links)
- On the estimation of regime-switching Lévy models (Q2691688) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
- Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics (Q3097537) (← links)
- Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527) (← links)
- Martingale problems for switched processes (Q5495898) (← links)
- Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6111893) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
- Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6556245) (← links)
