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

XU Sheng, ZHOU Shaobo

Journal of System Science and Mathematical Science Chinese Series ›› 2013, Vol. 33 ›› Issue (10) : 1210-1223.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2013, Vol. 33 ›› Issue (10) : 1210-1223. DOI: 10.12341/jssms12197

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

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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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