Bruti-Liberati, Nicola; Platen, Eckhard - In: Computational Economics 29 (2007) 3, pp. 283-312
In finance and economics the key dynamics are often specified via stochastic differential equations (SDEs) of jump … applications of these methods in finance and economics we use the benchmark approach. Strong approximation methods are illustrated … methods. Copyright Springer Science+Business Media, LLC 2007 …