"Randomized Milstein algorithm for approximation of solutions of ..."

Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi (2024)

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DOI: 10.1016/J.CAM.2023.115631

access: open

type: Journal Article

metadata version: 2024-08-04

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Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi:
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs. J. Comput. Appl. Math. 440: 115631 (2024)

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