Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation

By Mingzhu Liu, Wanrong Cao, Zhencheng Fan. 2004

124 citations recorded by the source corpus.

Subfields: Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/d9e27afff5bbe5390e9325cefe0d01c183c8e5bb