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  1. 1
    A High Order Accurate and Effective Scheme for Solving Markovian Switching Stochastic Models

    A High Order Accurate and Effective Scheme for Solving Markovian Switching Stochastic Models by Yang Li, Taitao Feng, Yaolei Wang, Yifei Xin

    Published 2021-03-01
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    Article
  2. 2
    A New Simplified Weak Second-Order Scheme for Solving Stochastic Differential Equations with Jumps

    A New Simplified Weak Second-Order Scheme for Solving Stochastic Differential Equations with Jumps by Yang Li, Yaolei Wang, Taitao Feng, Yifei Xin

    Published 2021-01-01
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    Article

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