Quotation Szölgyenyi, Michaela. 2016. A strong order 1/2 method for SDEs with discontinuous drift and degenerate diffusion. International Conference on Monte Carlo Techniques, Paris, Frankreich, 05.07.-08.05.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Poster presented at an academic conference or symposium
Language English
Title A strong order 1/2 method for SDEs with discontinuous drift and degenerate diffusion
Event International Conference on Monte Carlo Techniques
Date 05.07.-08.05.
Location Paris
Country France
Year 2016

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People
Szölgyenyi, Michaela (Former researcher)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1114 Numerical mathematics (Details)
1117 Actuarial mathematics (Details)
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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