Siqing Gan

1. The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
   2012/02/09 by Xiaojie Wang, Siqing Gan · 12 citations
   Economics, Econometrics and Finance · Social Sciences · #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Stochastic processes and financial applications
2. First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps
   2021/10/29 by Ziyi Lei, Siqing Gan, Lei, Ziyi +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Differential Equations and Numerical Methods #Numerical methods for differential equations
3. Numerical approximation of the invariant distribution for a class of stochastic damped wave equations
   2023/06/24 by Ziyi Lei, Charles-Édouard Bréhier, Lei, Ziyi +3 · 1 citation
   Economics, Econometrics and Finance · #Stochastic processes and financial applications