Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process

Author： Jiang Feng  

Publisher： Taylor & Francis Ltd

ISSN： 0736-2994

Source： Stochastic Analysis and Applications, Vol.29, Iss.2, 2011-03, pp. : 216-236

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A generalized mean-reverting equation and applications

By Marie Nicolas  

ESAIM: Probability and Statistics, Vol. 18, Iss. issue, 2014-10 ,pp. : 799-828

Edp Sciences

Access to resources Recommend Favorite

A CLOSED-FORM PRICING FORMULA FOR VARIANCE SWAPS WITH MEAN-REVERTING GAUSSIAN VOLATILITY

By  

ANZIAM Journal, Vol. 55, Iss. 4, 2014-09 ,pp. : 362-382

Cambridge University Press

Access to resources Recommend Favorite

A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk

By Dong Yinghui   Yuen Kam C.   Wu Chongfeng  

Stochastic Analysis and Applications, Vol. 32, Iss. 4, 2014-07 ,pp. : 687-710

Taylor & Francis Ltd

Access to resources Recommend Favorite

Sharp Bounds for Seiffert Mean by Harmonic,Contraharmonic and Harmonic Root Square Means

By  

Pacific Journal of Applied Mathematics, Vol. , Iss. , 2014-01 ,pp. : 51-58

Nova Science Publishers, Inc.

Access to resources Recommend Favorite

Existence, uniqueness and convergence of a particle approximation for the AdaptiveBiasing Force process

By Jourdain Benjamin   Lelièvre Tony   Roux Raphaël  

ESAIM: Mathematical Modelling and Numerical Analysis, Vol. 44, Iss. 5, 2010-08 ,pp. : 831-865

Edp Sciences

Access to resources Recommend Favorite