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

AuthID
 P-00K-TZQ
2
Author(s)
Tipo de Documento
Article
Year published
2016
Publicado
in COMMUNICATIONS IN COMPUTATIONAL PHYSICS, ISSN: 1815-2406
Volume: 20, Número: 3, Páginas: 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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