Adaptive Weak Approximation of Diffusions with Jumps - researchr publication authors

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E. Mordecki, A. Szepessy, Raúl Tempone, Georgios E. Zouraris. Adaptive Weak Approximation of Diffusions with Jumps. SIAM J. Numerical Analysis, 46(4):1732-1768, 2008. [doi]

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