An euler-poisson scheme for Lévy driven SDEs

Albert Ferreiro-Castilla, Andreas Kyprianou, Robert Scheichl

Research output: Contribution to journal › Article › peer-review

4 Citations (SciVal)

76 Downloads (Pure)

Original language	English
Pages (from-to)	262-278
Journal	Journal of Applied Probability
Volume	53
Issue number	1
Publication status	Published - Mar 2016

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@article{fa5884f3305f43f2aa78b9d713bc9ae0,

title = "An euler-poisson scheme for L{\'e}vy driven SDEs",

author = "Albert Ferreiro-Castilla and Andreas Kyprianou and Robert Scheichl",

year = "2016",

month = mar,

language = "English",

volume = "53",

pages = "262--278",

journal = "Journal of Applied Probability",

issn = "0021-9002",

publisher = "University of Sheffield",

number = "1",

}