Numerical Analysis for Stochastic Investment System with Poisson Jumps

DOI10.1007/978-3-642-14831-6_58zbMath1198.91231OpenAlexW1541273221MaRDI QIDQ3053402

Zhanping Wang

Publication date: 28 October 2010

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-14831-6_58

zbMATH Keywords

strong convergencePoisson jumpsdiscrete time approximationstochastic investment system

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical solutions to stochastic differential and integral equations (65C30)

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