Efficient approximate solution of jump–diffusion SDEs via path-dependent adaptive step-size control

2019 ◽  
Vol 350 ◽  
pp. 396-411
Author(s):  
Paweł Przybyłowicz
Author(s):  
Alfredo Bonini Neto ◽  
Luis Roberto Almeida Gabriel Filho ◽  
Dilson Amancio Alves

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