Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations
Work
Year: 2019
Type: article
Source: Numerical Algorithms
Authors Yanan Jiang, Lihui Weng, Wei Liu
Institution Shanghai Normal University
Cites: 27
Cited by: 7
Related to: 10
FWCI: 1.044
Citation percentile (by year/subfield): 71.83
Subfield: Finance
Domain: Social Sciences
Open Access status: green