Verena Schwarz
- Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs
2022/12/01 by Paweł Przybyłowicz, Przybyłowicz, Paweł, Verena Schwarz +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · Engineering · #60H10 #65C30 #68Q25 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical Analysis (math.NA) #Stochastic processes and financial applications