%0 Journal Article %1 Rubenthaler2003b %A Rubenthaler, Sylvain %D 2003 %J Stochastic Processes and their Applications %K Euler scheme %N 2 %P 311--349 %T Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process %U http://www.sciencedirect.com/science/article/B6V1B-47CH7FF-1/1/353b2358193bac98ae85d871baac5358 %V 103

@article{Rubenthaler2003b, added-at = {2008-04-22T14:25:45.000+0200}, author = {Rubenthaler, Sylvain}, biburl = {https://www.bibsonomy.org/bibtex/26d97f5baa4fc1af823dc65dba8745069/smicha}, description = {Stochastic Processes and their Applications}, interhash = {3a43d6b8f3349dfada4c2c1b8d1e8825}, intrahash = {6d97f5baa4fc1af823dc65dba8745069}, journal = {Stochastic Processes and their Applications}, keywords = {Euler scheme}, month = Feb, number = 2, pages = {311--349}, timestamp = {2008-04-22T14:30:37.000+0200}, title = {Numerical simulation of the solution of a stochastic differential equation driven by a L{\'e}vy process}, url = {http://www.sciencedirect.com/science/article/B6V1B-47CH7FF-1/1/353b2358193bac98ae85d871baac5358}, volume = 103, year = 2003 }