A note on tamed Euler approximations

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Bibliographic Details
Published inElectronic communications in probability Vol. 18; no. none
Main Author Sabanis, Sotirios
Format Journal Article
LanguageEnglish
Published 2013
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Author Sabanis, Sotirios
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Cites_doi 10.1214/11-AAP803
10.1098/rspa.2010.0348
10.1023/A:1008605221617
10.1142/9789814436434_0001
10.1287/opre.1070.0496
10.1137/S0036142901389530
10.1090/memo/1112
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