Hoang-Long Ngo

Finance · 2015–2016

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 19 citations into it; #6,819 of 10,518 by trust here, #7,920 by citations
• Demography — 8 citations into it
• Numerical Analysis — 6 citations into it

Whom Hoang-Long Ngo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. A. Davie
2. M. Giles
3. Alexander S. Cherny
4. Vincent Lemaire
5. Taye Samuel Faniran
6. Peter E. Kloeden
7. H. Engelbert
8. Daichi Taguchi
9. Stéphane Menozzi
10. Martin Hutzenthaler

Who trusts Hoang-Long Ngo overall

1. Andreas Neuenkirch
2. Daichi Taguchi
3. Michaela Szolgyenyi
4. Konstantinos Dareiotis
5. Thomas Muller-Gronbach

Papers from Hoang-Long Ngo's perspective

Ordered by how strongly the researchers Hoang-Long Ngo trusts endorse each paper. Same corpus, a different order for every researcher.

1. Multilevel Monte Carlo Path Simulation (Operational Research)
2. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
3. Uniqueness of solutions of stochastic differential equations
4. Numerical Solution of Stochastic Differential Equations
5. On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients
6. Strong solutions of stochastic equations with singular time dependent drift
7. On Some non Asymptotic Bounds for the Euler Scheme
8. The Euler scheme with irregular coefficients
9. Singular Stochastic Differential Equations
10. Singular Integrals and Differentiability Properties of Functions.

Their papers

• Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (2016) — 49 citations
• On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients (2015) — 59 citations