Numerical approximation of irregular SDEs via Skorokhod embeddings
Work
Year: 2016
Type: article
Institutions Ernst Abbe University of Applied Sciences Jena, University of Duisburg-Essen, Steklov Mathematical Institute, Russian Academy of Sciences
Cites: 34
Cited by: 16
Related to: 10
FWCI: 3.289
Citation percentile (by year/subfield): 89.04
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green
Funder Russian Science Foundation
Grant ID 14-21-00162