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Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps

Kubilius Kestutis and Eckhard Platen (eckhard.platen@uts.edu.au)

Monte Carlo Methods and Applications, 2002, vol. 8, issue 1, 83-96

Date: 2002
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DOI: 10.1515/mcma.2002.8.1.83

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