Numerical solutions of regime-switching jump diffusions
Work
Year: 2014
Type: article
Authors Tuan Anh Hoang, George Yin, Fubao Xi
Institutions Wayne State University, Beijing Institute of Technology
Cites: 18
Cited by: 8
Related to: 10
FWCI: 1.09
Citation percentile (by year/subfield): 80.3
Subfield: Finance
Domain: Social Sciences
Open Access status: closed