On the Boundedness of Asymptotic Stability Regions for the Stochastic Theta Method

By A. Bryden, Desmond John Higham. 2003

58 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/6a967dd4ab851b142e3bff57a99ef3b3e4ecc72f