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]
@article{MordeckiSTZ08,
title = {Adaptive Weak Approximation of Diffusions with Jumps},
author = {E. Mordecki and A. Szepessy and Raúl Tempone and Georgios E. Zouraris},
year = {2008},
doi = {10.1137/060669632},
url = {http://dx.doi.org/10.1137/060669632},
tags = {e-science},
researchr = {https://researchr.org/publication/MordeckiSTZ08},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {46},
number = {4},
pages = {1732-1768},
}