A Long-term Analysis of Two Types of Compensated Theta Methods for Jump-Pearson Diffusions

Applied Numerical Mathematics 2026

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Authors: H. P. Wang, Yubo Zhao, Xiyu Zhao, Min Li
DOI: 10.1016/j.apnum.2026.03.004
Cited by: 0
References: 17

Fields of Study & Subjects

Numerical Solvers for Ordinary Differential Equations Stochastic processes and financial applications Singular Perturbation Asymptotics and Difference Schemes

Publication details

Journal / source
Applied Numerical Mathematics
Volume
225
Pages
259–269
Publication date
12 March 2026
Language
EN