Zobrazeno 1 - 1
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pro vyhledávání: '"Yasser Taherinasab"'
Publikováno v:
Mathematics and Modeling in Finance, Vol 1, Iss 1, Pp 119-141 (2021)
In this paper, we analyze the strong convergence and stability of the Compensated Splite-step $theta$ (CSS$theta$) and Forward-Backward Euler-Maruyama (FBEM) methods for Numerical solutions of Stochastic Differential Equations with jumps (SDEwJs),whe
Externí odkaz:
https://doaj.org/article/8bf61a27b21b4b3daf435a6beee3988b
