Work

A central limit theorem for jump diffusion processes in the presence of round-off errors

Year: 2025

Type: article

Source: Advances in Applied Probability

DOI: 10.1017/apr.2025.7

Author: Diop Assane

Institution: Cheikh Anta Diop University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4408806644

FWCI:

Cites: 12

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Related to: 10