Multilevel path simulation to jump-diffusion process with superlinear drift (Q2311806)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel path simulation to jump-diffusion process with superlinear drift |
scientific article |
Statements
Multilevel path simulation to jump-diffusion process with superlinear drift (English)
0 references
4 July 2019
0 references
multilevel Monte Carlo
0 references
one-sided Lipschitz condition
0 references
jump process
0 references
strong approximation schemes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
