Leobacher, Gunther and Szölgyenyi, Michaela. 2016. A numerical method for SDEs with discontinuous drift. BIT. Numerical Mathematics 56 (1), 151-162.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Journal article |
Journal | BIT. Numerical Mathematics |
Citation Index | SCI |
Language | English |
Title | A numerical method for SDEs with discontinuous drift |
Volume | 56 |
Number | 1 |
Year | 2016 |
Page from | 151 |
Page to | 162 |
Reviewed? | Y |
DOI | 10.1007/s10543-015-0549-x |
Associations
- People
- Szölgyenyi, Michaela (Former researcher)
- External
- Leobacher, Gunther (JKU Linz, Austria)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1117 Actuarial mathematics (Details)
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)