Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process |
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Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (English)
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19 April 2011
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Euler-Maruyama method
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mean-square convergence
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mean-reverting square root diffusion
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jump diffusion
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Poisson process
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Wiener process
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financial applications
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