Wanrong Cao

Finance · 2004–2010

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it

Whom Wanrong Cao trusts overall

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

1. Desmond John Higham
2. Peter E. Kloeden

Who trusts Wanrong Cao overall

1. Parisa Rahimkhani
2. Zhibo Wang

Papers from Wanrong Cao's perspective

Ordered by how strongly the researchers Wanrong Cao trusts endorse each paper. Same corpus, a different order for every researcher.

1. Numerical Solution of Stochastic Differential Equations
2. An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations (SIAM Review)
3. Mean-Square and Asymptotic Stability of the Stochastic Theta Method (SIAM Journal on Numerical Analysis)
4. Multilevel Monte Carlo Path Simulation (Operational Research)
5. Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
6. Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
7. Financial Modelling with Jump Processes
8. Monte Carlo Methods in Financial Engineering
9. Stochastic differential equations
10. Is the Short Rate Drift Actually Nonlinear

Their papers

• A compact difference scheme for the fractional diffusion-wave equation (2010) — 231 citations
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (2007) — 87 citations
• Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (2004) — 124 citations