"Convergence Rate of Markov Chains and Hybrid Numerical Schemes to ..."

Maya Briani, Lucia Caramellino, Giulia Terenzi (2021)

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DOI: 10.1137/18M1209416

access: closed

type: Journal Article

metadata version: 2021-03-23

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Maya Briani, Lucia Caramellino, Giulia Terenzi:
Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model. SIAM J. Numer. Anal. 59(1): 477-502 (2021)

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