An approximation scheme for reflected stochastic differential equations
Work
Year: 2011
Type: article
Authors L. C. Evans, Daniel W. Stroock
Institution Massachusetts Institute of Technology
Cites: 17
Cited by: 25
Related to: 10
FWCI: 1.466
Citation percentile (by year/subfield): 93.84
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze