Numerical Solutions of Jump Diffusions with Markovian Switching

Jun YE, Kai LI

Acta Mathematica Sinica, Chinese Series ›› 2011, Vol. 54 ›› Issue (5) : 823-838.

PDF(663 KB)
中国科学院数学与系统科学研究院期刊网
PDF(663 KB)
Acta Mathematica Sinica, Chinese Series ›› 2011, Vol. 54 ›› Issue (5) : 823-838. DOI: 10.12386/A2011sxxb0084
Articles

Numerical Solutions of Jump Diffusions with Markovian Switching

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, Chinese Series, 2011, 54(5): 823-838 https://doi.org/10.12386/A2011sxxb0084

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(663 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉