Numerical solutions of regime-switching jump diffusions (Q278452)
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scientific article; zbMATH DE number 6576052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions of regime-switching jump diffusions |
scientific article; zbMATH DE number 6576052 |
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Numerical solutions of regime-switching jump diffusions (English)
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2 May 2016
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numerical solution
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stochastic differential equation
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random switching
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jump diffusion
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