STABILITY OF STOCHASTIC THETA METHOD FOR ASSET PRICE MODEL WITH MARKOVIAN SWITCHING

XU Sheng, ZHOU Shaobo

Journal of Systems Science and Mathematical Sciences ›› 2013, Vol. 33 ›› Issue (10) : 1210-1223.

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Journal of Systems Science and Mathematical Sciences ›› 2013, Vol. 33 ›› Issue (10) : 1210-1223. DOI: 10.12341/jssms12197

STABILITY OF STOCHASTIC THETA METHOD FOR ASSET PRICE MODEL WITH MARKOVIAN SWITCHING

  • XU Sheng1, ZHOU Shaobo2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2013, 33(10): 1210-1223 https://doi.org/10.12341/jssms12197

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