"A higher order approximation method for jump-diffusion SDEs with ..."

Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi (2022)

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DOI: 10.48550/ARXIV.2211.08739

access: open

type: Informal or Other Publication

metadata version: 2022-11-23

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  - journals/corr/abs-2211-08739
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  - https://dblp.org/rec/journals/corr/abs-2211-08739
Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi:
A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient. CoRR abs/2211.08739 (2022)

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