Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation
Work
Year: 2017
Type: article
Source: Numerical Algorithms
Authors Minoo Kamrani, Nahid Jamshidi
Institution Razi University
Cites: 19
Cited by: 6
Related to: 10
FWCI: 0.615
Citation percentile (by year/subfield): 82.34
Subfield: Finance
Domain: Social Sciences
Open Access status: closed