Work

Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process

Year: 2002

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/s0304-4149(02)00191-6

Author: Sylvain Rubenthaler

Institutions: Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre-et-Marie-Curie

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2092763345

FWCI: 2.19

Cites: 14

Cited by: 64

Related to: 10