Back to Results
First PageMeta Content
Control theory / Discretization / Functional analysis / Applied mathematics / Rate of convergence / Differential equation / Numerical analysis / Mathematics / Mathematical analysis


Introduction A scheme for multidimensional SDEs Application to the L´ evy Libor model Jump-adapted discretization schemes for
Add to Reading List

Document Date: 2010-06-19 11:28:36

Open Document

File Size: 801,63 KB

Share Result on Facebook

Facility

Osaka University / /

Organization

6th BFS World Congress Toronto / Osaka University / Ecole Polytechnique Joint / /

Person

Peter Tankov / Peter Tankov Jump / Peter Tankov Jump-adapted / /

ProgrammingLanguage

L / C / /

SocialTag