A Comparison of Higher-Order Weak Numerical Schemes for Stopped Stochastic Differential Equations

AuthID
P-00K-TZQ
2
Author(s)
Document Type
Article
Year published
2016
Published
in COMMUNICATIONS IN COMPUTATIONAL PHYSICS, ISSN: 1815-2406
Volume: 20, Issue: 3, Pages: 703-732 (30)
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Publication Identifiers
Scopus: 2-s2.0-84985918297
Wos: WOS:000383911800007
Source Identifiers
ISSN: 1815-2406
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