OpenAlex | Modified stochastic theta methods by ODEs solvers for stochastic differential equations

Modified stochastic theta methods by ODEs solvers for stochastic differential equations

Work

Year: 2018

Type: article

Source: Communications in Nonlinear Science and Numerical Simulation

Authors Kazem Nouri, Hassan Ranjbar, Leila Torkzadeh

Institution Semnan University

Cites: 27

Cited by: 18

Related to: 10

FWCI: 2.744

Citation percentile (by year/subfield): 88.43

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed