Chaman Kumar

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Chaman Kumar trusts overall

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

  1. Sotirios Sabanis
  2. Martin Hutzenthaler
  3. Peter E. Kloeden
  4. Nicola Bruti-Liberati
  5. Arnulf Jentzen
  6. René L. Schilling
  7. Eckhard Platen
  8. Steffen Dereich

Papers from Chaman Kumar's perspective

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

  1. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
  2. Financial Modelling with Jump Processes
  3. The approximate Euler method for Lévy driven stochastic differential equations
  4. Numerical Solution of Stochastic Differential Equations
  5. Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients
  6. A note on tamed Euler approximations
  7. Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering
  8. A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations
  9. Strong approximations of stochastic differential equations with jumps
  10. Multilevel Monte Carlo Path Simulation (Operational Research)

Their papers