"Strong convergence of a GBM based tamed integrator for SDEs and an ..."

Utku Erdogan, Gabriel J. Lord (2022)

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DOI: 10.1016/J.CAM.2021.113704

access: closed

type: Journal Article

metadata version: 2021-09-01

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Utku Erdogan, Gabriel J. Lord:
Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation. J. Comput. Appl. Math. 399: 113704 (2022)

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