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Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola; Platen, Eckhard - 2006
Persistent link: https://www.econbiz.de/10003329788
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On weak predictor-corrector schemes for jump-diffusion processes in finance
Bruti-Liberati, Nicola; Platen, Eckhard - 2006
Persistent link: https://www.econbiz.de/10003374003
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Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard; Bruti-Liberati, Nicola - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10003934874
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Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - 2007
Persistent link: https://www.econbiz.de/10003685202
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Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola; Platen, Eckhard - In: Computational economics 29 (2007) 3/4, pp. 283-312
Persistent link: https://www.econbiz.de/10003493806
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Alternative defaultable term structure models
Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - In: Asia-Pacific financial markets 16 (2009) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10003855638
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Strong predictor-corrector Euler methods for stochastic differential equations
Bruti-Liberati, Nicola; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857121
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Alternative defaultable term structure models
Bruti-Liberati, Nicola; Nikitopoulos, Christina Sklibosios - 2009
Persistent link: https://www.econbiz.de/10003857269
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On the strong approximation of pure jump processes
Bruti-Liberati, Nicola; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10003183320
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A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
Bruti-Liberati, Nicola; Martini, Filippo; Piccardi, Massimo - 2005
Persistent link: https://www.econbiz.de/10002863383