Exact solutions and doubly efficient approximations of jump-diffusion Itô equations

Stochastic Analysis and Applications

Volumn 16, Issue 6, 1998, Pages 1049-1072

  Maghsoodi, Yoosef ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032350912     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999808809579     Document Type: Article

References (27)

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