ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

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Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients

Sunju Lee and Younhee Lee

ESAIM: M2AN, 53 5 (2019) 1741-1762

Published online: 26 September 2019

DOI: 10.1051/m2an/2019035

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Sunju Lee

Younhee Lee

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