Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion
Work
Year: 2016
Type: article
Authors Weiguo Liu, Jiaowan Luo
Institutions Guangdong University Of Finances and Economics, Guangdong University of Finance, Guangzhou University
Cites: 24
Cited by: 7
Related to: 10
FWCI:
Citation percentile (by year/subfield): 77.58
Subfield: Finance
Domain: Social Sciences
Open Access status: closed