Pages that link to "Item:Q2029741"
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The following pages link to On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (Q2029741):
Displaying 3 items.
- Foreign exchange options on Heston-CIR model under Lévy process framework (Q2698161) (← links)
- Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
