Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Jump-adapted discretization schemes for Lévy-driven SDEs |
scientific article; zbMATH DE number 5817772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump-adapted discretization schemes for Lévy-driven SDEs |
scientific article; zbMATH DE number 5817772 |
Statements
Jump-adapted discretization schemes for Lévy-driven SDEs (English)
0 references
19 November 2010
0 references
Lévy-driven stochastic differential equation
0 references
Euler scheme
0 references
jump-adapted discretization
0 references
weak approximation
0 references
Libor market model with jumps
0 references
0 references
0 references
