Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications
Martin Bladt, Oscar Peralta
| Year of publication: |
2025
|
|---|---|
| Authors: | Bladt, Martin ; Peralta, Oscar |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 1, p. 334-355
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| Subject: | pathwise convergence | phase–type distributions | pure jump processes | strong approximation | uniform acceleration | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Wirtschaftliche Konvergenz | Economic convergence | Monte-Carlo-Simulation | Monte Carlo simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.0153 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211698