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Cited by

• 2000Weak approximation of killed diffusion using Euler schemes188 cited
• 2007Minimum variance importance samplingviaPopulation Monte Carlo93 cited
• 2004Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals93 cited
• 2002The Euler scheme with irregular coefficients91 cited
• 2001Adaptive weak approximation of stochastic differential equations80 cited
• 2004The Euler scheme for Lévy driven stochastic differential equations: limit theorems73 cited
• 1996Probabilistic numerical methods for partial differential equations: Elements of analysis70 cited
• 2015Multilevel Monte Carlo Approximation of Distribution Functions and Densities70 cited
• 2004Asymptotics of the price oscillations of a European call option in a tree model68 cited
• 2002Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process64 cited
• 2004The Euler scheme for Lévy driven stochastic differential equations : limit theorems63 cited
• 2005Euler scheme and tempered distributions57 cited
• 2010On Some non Asymptotic Bounds for the Euler Scheme57 cited
• 2000Weak Approximations and Extrapolations of Stochastic Differential Equations with Jumps