Jump Adapted Scheme Of a Non Mark Dependent Jump Diffusion Process with Application to the Merton Jump Diffusion Model

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چکیده

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ژورنال

عنوان ژورنال: International Journal of Statistics and Probability

سال: 2017

ISSN: 1927-7040,1927-7032

DOI: 10.5539/ijsp.v6n4p80