Work

On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching

Year: 2020

Type: article

Source: Journal of Computational and Applied Mathematics

DOI: 10.1016/j.cam.2020.112917

Authors: Chaman Kumar, Tejinder Kumar

Institution: Indian Institute of Technology Roorkee

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Science and Engineering Research Board

Award: G590258152

OpenAlex ID: W2974358534

FWCI: 1.927

Cites: 28

Cited by: 16

Related to: 10