Stochastic Analysis with Applications to Mathematical Finance || Convergence of a Discretization Scheme for Jump-Diffusion Processes with State-Dependent Intensities

✍ Scribed by Paul Glasserman and Nicolas Merener

• Book ID: 125072617
• Publisher: The Royal Society
• Year: 2004
• Tongue: English
• Weight: 414 KB
• Volume: 460
• Category: Article
• ISSN: 0962-8444
• DOI: 10.2307/4143096