Mingzhu Liu
Finance · 2004–2007
A researcher in the Science corpus: 5 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it
Whom Mingzhu Liu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Mingzhu Liu's perspective
Ordered by how strongly the researchers Mingzhu Liu trusts endorse each paper. Same corpus, a different order for every researcher.
- Numerical Solution of Stochastic Differential Equations
- An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations (SIAM Review)
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method (SIAM Journal on Numerical Analysis)
- Multilevel Monte Carlo Path Simulation (Operational Research)
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
- 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)
- Financial Modelling with Jump Processes
- Monte Carlo Methods in Financial Engineering
- Stochastic differential equations
- Is the Short Rate Drift Actually Nonlinear
Their papers
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (2007) — 87 citations
- Stability of θ -methods for advanced differential equations with piecewise continuous arguments (2005) — 58 citations
- The weighted logarithmic matrix norm and bounds of the matrix exponential (2004) — 94 citations
- Stability of Runge--Kutta methods in the numerical solution of equation u'(t) = au(t) + a 0 u([t]) (2004) — 51 citations
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (2004) — 124 citations