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"Convergence and stability of the backward Euler method for jump-diffusion ..."
Ziheng Chen, Siqing Gan (2020)
- 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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