"Stability of numerical methods for jump diffusions and Markovian switching ..."

Zhixin Yang, Gang George Yin, Haibo Li (2015)

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DOI: 10.1016/J.CAM.2014.08.012

access: open

type: Journal Article

metadata version: 2023-03-15

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Zhixin Yang, Gang George Yin, Haibo Li:
Stability of numerical methods for jump diffusions and Markovian switching jump diffusions. J. Comput. Appl. Math. 275: 197-212 (2015)

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