Approximation of jump diffusions in finance and economics
| Year of publication: |
2007
|
|---|---|
| Authors: | Bruti-Liberati, Nicola ; Platen, Eckhard |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 29.2007, 3, p. 283-312
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