Local linear approximations of jump diffusion processes

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

ISSN: 0021-9002

Année de publication: 2006

Volumen: 43

Número: 1

Pages: 185-194

Type: Article

DOI: 10.1239/JAP/1143936252 GOOGLE SCHOLAR lock_openAccès ouvert editor