Journal:Numer. Math. Theor. Meth. Appl.

Co-author:Gan Siqing, Yao Jinran

Document Type:J

Volume:11

Issue:3

Page Number:477-490

Translation or Not:no

Pre One:Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs Next One:High order method for Black–Scholes PDE