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A numerical method for SDEs with discontinuous drift

2015/02/20 by Gunther Leobacher, Michaela Szölgyenyi · 1 citation
Economics, Econometrics and Finance · #Climate Change Policy and Economics #Economic theories and models #Stochastic processes and financial applications

paper · doi:10.1007/s10543-015-0549-x

openalex publication_date 2015/02/20 · crossref created 2015/02/20 · crossref issued 2015/02/21 · crossref published 2015/02/21 · crossref published-online 2015/02/21 · crossref published-print 2016/03/01 · crossref deposited 2019/05/30 · openalex created_date 2020/11/23 · crossref indexed 2026/07/31 · openalex updated_date 2026/08/01

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