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Chuying Huang

  1. Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises
    2022/01/16 by Chuying Huang, Xu Wang, Huang, Chuying +1 · 1 citation
    Economics, Econometrics and Finance · #60G22 #60H35 #65C30 #FOS: Mathematics #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications