Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh

Title
Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh
Authors
Keywords
-
Journal
APPLIED NUMERICAL MATHEMATICS
Volume 179, Issue -, Pages 1-26
Publisher
Elsevier BV
Online
2022-04-15
DOI
10.1016/j.apnum.2022.04.009

Ask authors/readers for more resources

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started