Weak Milstein scheme without commutativity condition and its error bound
Work
Year: 2018
Type: article
Source: Applied Numerical Mathematics
Author Toshihiro Yamada
Institution Hitotsubashi University
Cites: 26
Cited by: 4
Related to: 10
FWCI: 0.549
Citation percentile (by year/subfield): 62.49
Subfield: Finance
Domain: Social Sciences
Open Access status: closed