Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps
| Year of publication: |
2001-06-01
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|---|---|
| Authors: | Kubilius, Kestutis ; Platen, Eckhard |
| Institutions: | Finance Discipline Group, Business School |
| Subject: | diffusion processes | stochastic differential equations | poisson jump measure | euler approximation | simulation algorithm |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 54 |
| Source: |
Persistent link: https://www.econbiz.de/10004984535