First order strong approximations of jump diffusions

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Show simple item record Bruti Liberati, Nicola en_US Nikitopoulos Sklibosios, Christina en_US Platen, Eckhard en_US 2009-12-21T02:28:01Z 2009-12-21T02:28:01Z 2006 en_US
dc.identifier 2006004601 en_US
dc.identifier.citation Bruti Liberati Nicola, Nikitopoulos Sklibosios Christina, and Platen Eckhard 2006, 'First order strong approximations of jump diffusions', V S P, vol. 12, no. 3-4, pp. 191-209. en_US
dc.identifier.issn 0929-9629 en_US
dc.identifier.other C1 en_US
dc.description.abstract DP0559879 en_US
dc.publisher V S P en_US
dc.relation.isbasedon en_US
dc.title First order strong approximations of jump diffusions en_US
dc.parent Monte Carlo Methods and Applications en_US
dc.journal.volume 12 en_US
dc.journal.number 3-4 en_US
dc.publocation Leiden, Netherlands en_US
dc.identifier.startpage 191 en_US
dc.identifier.endpage 209 en_US BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 010205 en_US
dc.personcode 10086991 en_US
dc.personcode 981056 en_US
dc.personcode 970685 en_US
dc.percentage 50 en_US Financial Mathematics en_US
dc.classification.type FOR-08 en_US
dc.staffid 970685 en_US

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