Numerical solutions of regime-switching jump diffusions. Anh Hoang, T., George Yin, G., & Xi, F. Applied Mathematics and Computation (AMC), 244:822-835, 2014. Paper bibtex @article{ dblp1655382,
title = {Numerical solutions of regime-switching jump diffusions},
author = {Tuan Anh Hoang and Gang George Yin and Fubao Xi},
author_short = {Anh Hoang, T. and George Yin, G. and Xi, F.},
bibtype = {article},
type = {article},
year = {2014},
key = {dblp1655382},
id = {dblp1655382},
biburl = {http://www.dblp.org/rec/bibtex/journals/amc/HoangYX14},
url = {http://dx.doi.org/10.1016/j.amc.2014.07.052},
journal = {Applied Mathematics and Computation (AMC)},
pages = {822-835},
volume = {244},
text = {Applied Mathematics and Computation (AMC) 244:822-835 (2014)}
}
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