Work

A new numerical scheme for stochastic control problems of jump-diffusion equations by means of Runge-Kutta method

Year: 2026

Type: article

Source: Journal of Computational and Applied Mathematics

DOI: 10.1016/j.cam.2026.117862

Authors: Derya Altıntan, Elif Aydın, Fikriye Yılmaz, Büşra Zeynep Temoçi̇n

Institution: Middle East Technical University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Türkiye Bilimsel ve Teknolojik Araştırma Kurumu

Award: G5372998845

OpenAlex ID: W7163694975

FWCI:

Cites: 23

Cited by:

Related to: 10