Work

Balanced numerical schemes for SDEs with non-Lipschitz coefficients

Year: 2017

Type: book-chapter

Source: Applied mathematical sciences

DOI: 10.1007/978-3-319-57511-7_5

Authors: Zhongqiang Zhang, George Em Karniadakis

Institutions: Worcester Polytechnic Institute, Brown University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2753746034

FWCI:

Cites: 34

Cited by: 1

Related to: 10