Compensated stochastic theta methods for stochastic differential equations with jumps

By Xiaojie Wang, Siqing Gan. 2010

52 citations recorded by the source corpus.

Subfields: Finance, Modeling and Simulation, Public Health, Environmental and Occupational Health

View Paper: https://www.semanticscholar.org/paper/36621ba4564b8cc13b405ff89e64183ec56750f1