Local linear approximations of jump diffusion processes

  1. Jimenez, J.C.
  2. Carbonell, F.
Journal:
Journal of Applied Probability

ISSN: 0021-9002

Year of publication: 2006

Volume: 43

Issue: 1

Pages: 185-194

Type: Article

DOI: 10.1239/JAP/1143936252 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus