Rate of weak convergence of the Euler approximation for diffusion processes with jumps
Year of publication: |
2001
|
---|---|
Authors: | Kubilius, Kestutis ; Platen, Eckhard |
Publisher: |
Broadway, NSW : School of Finance and Economics, Univ. of Technology, Sydney |
Subject: | Innovationsdiffusion | Innovation diffusion | Theorie | Theory | Variationsrechnung | Variational method |
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