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A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes - MaRDI portal

A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes (Q6647794)

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scientific article; zbMATH DE number 7953399
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English
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes
scientific article; zbMATH DE number 7953399

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    A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes (English)
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    3 December 2024
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