دورية أكاديمية
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes
العنوان: | Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes |
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المؤلفون: | Chen, Peng, Jin, Xinghu, Shen, TianAff3, IDs1095902301253w_cor3, Su, Zhonggen |
المصدر: | Journal of Theoretical Probability. 37(2):1597-1626 |
قاعدة البيانات: | Springer Nature Journals |
تدمد: | 08949840 15729230 |
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DOI: | 10.1007/s10959-023-01253-w |