keyword forward-backward Euler-Maruyama method / (1 Article)
- Sort by
- Date
-
1.
Writer : Taherinasab، Yasser ؛ Amini، Mohammad ؛ Soheili، Ali R ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (24 page(s) - From 103 to 126 )
Keywords:Nonlinear stochastic differential equationsPoisson jumpcompensated split-step $theta$ methodone-sided Lipschitz conditionforward-backward Euler-Maruyama methodmean-square stability
| Journal (Article count) |
|---|
| Journal Journal of Mathematics and Modeling in Finance 1 |
Related keywords
compensated split-step $theta$ methodmean-square stabilityNonlinear stochastic differential equationsone-sided Lipschitz conditionPoisson jump