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"High-order numerical schemes for jump-SDEs."

Alexander Grigo (2019)

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DOI: 10.1016/J.CAM.2018.12.018

access: closed

type: Journal Article

metadata version: 2020-02-20

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Alexander Grigo:
High-order numerical schemes for jump-SDEs. J. Comput. Appl. Math. 354: 31-38 (2019)

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