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"Convergence and stability of the backward Euler method for jump-diffusion ..."

Ziheng Chen, Siqing Gan (2020)

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DOI: 10.1016/J.CAM.2019.06.018

access: closed

type: Journal Article

metadata version: 2022-03-16

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Ziheng Chen, Siqing Gan:
Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients. J. Comput. Appl. Math. 363: 350-369 (2020)

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