The partially truncated Euler–Maruyama method and its stability and boundedness

By Wei Liu, Xuerong Mao, Rong-Xian Yue. 2017

61 citations recorded by the source corpus.

Subfields: Computational Mechanics, Finance

View Paper: https://www.semanticscholar.org/paper/961855de525bfd09291d1193f8e340735a4fa498