Numerical solutions of regime-switching jump diffusions. Anh Hoang, T., George Yin, G., & Xi, F. Applied Mathematics and Computation (AMC), 244:822-835, 2014.
Numerical solutions of regime-switching jump diffusions [link]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)}
}

Downloads: 0