Strong predictor–corrector Euler–Maruyama methods for stochastic differential equations with Markovian switching
Work
Year: 2012
Type: article
Authors Haibo Li, Lili Xiao, Jun Ye
Institution Tsinghua University
Cites: 30
Cited by: 6
Related to: 10
FWCI: 0.896
Citation percentile (by year/subfield): 81.07
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze