B. Dong

Finance · with Wang · 2020

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

Subfields

• Finance — 12 citations into it

Whom B. Dong trusts

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

1. Xuerong Mao (in Finance)

Papers from B. Dong's perspective

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

1. Multilevel Monte Carlo Path Simulation (Operational Research)
2. Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
3. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
4. Environmental Brownian noise suppresses explosions in population dynamics
5. Mean-Square and Asymptotic Stability of the Stochastic Theta Method (SIAM Journal on Numerical Analysis)
6. Is the Short Rate Drift Actually Nonlinear
7. Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates
8. Short rate nonlinearities and regime switches
9. Financial Modelling with Jump Processes
10. Exponential convergence of Langevin distributions and their discrete approximations

Their papers

• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (2020) — 60 citations