Juan Liao

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients
Advances in Applied Mathematics and Mechanics
2023-04-26Paper
Truncated Milstein method for non-autonomous stochastic differential equations and its modification
Journal of Computational and Applied Mathematics
2021-10-28Paper
Pricing power options with a generalized jump diffusion
Communications in Statistics: Theory and Methods
2017-12-06Paper


Research outcomes over time


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