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"Numerical solutions of regime-switching jump diffusions."
Tuan Anh Hoang, Gang George Yin, Fubao Xi (2014)
- Tuan Anh Hoang, Gang George Yin, Fubao Xi:
Numerical solutions of regime-switching jump diffusions. Appl. Math. Comput. 244: 822-835 (2014)

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