Adaptive Weak Approximation of Diffusions with Jumps

Published 2008 View Full Article

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Title
Adaptive Weak Approximation of Diffusions with Jumps
Authors
Keywords
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Journal
SIAM JOURNAL ON NUMERICAL ANALYSIS
Volume 46, Issue 4, Pages 1732-1768
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2008-04-12
DOI
10.1137/060669632

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