An euler-poisson scheme for Lévy driven SDEs

Albert Ferreiro-Castilla, Andreas Kyprianou, Robert Scheichl

Research output: Contribution to journalArticlepeer-review

3 Citations (SciVal)
40 Downloads (Pure)
Original languageEnglish
Pages (from-to)262-278
JournalJournal of Applied Probability
Volume53
Issue number1
Publication statusPublished - Mar 2016

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