Work

Truncated Euler–Maruyama approximation for solving perturbed stochastic differential equations with reflected boundary

Year: 2025

Type: article

Source: Random Operators and Stochastic Equations

DOI: 10.1515/rose-2025-2011

Authors: Faiz Bahaj, Kamal Hiderah

Institution: University of Aden

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4409801119

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Cites: 23

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Related to: 10