Work

Numerical Schemes for Rough Parabolic Equations

Year: 2011

Type: article

Source: Applied Mathematics & Optimization

DOI: 10.1007/s00245-011-9157-6

Author: Aurélien Deya

Institution: Institut Élie Cartan de Lorraine

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2050575911

FWCI: 1.176

Cites: 31

Cited by: 9

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