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An Introduction to the Numerical Simulation of Stochastic Differential Equations
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An Introduction to the Numerical Simulation of Stochastic Differential Equations (2021)An Introduction to the Numerical Simulati…Positivity preserving stochastic θ-methods for selected SDEs (2021)Positivity preserving stochas…Structure preserving stochastic integration schemes in interest rate derivative modeling (2006)Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model (2010)Convergence, non-negativity and stability of a new Milstein scheme with applications to finance (2013)
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  • 2021Positivity preserving stochastic θ-methods for selected SDEs23 cited

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