On explicit order 1.5 approximations with varying coefficients: The case of super-linear diffusion coefficients

Sotirios Sabanis, Ying Zhang. On explicit order 1.5 approximations with varying coefficients: The case of super-linear diffusion coefficients. J. Complexity, 50:84-115, 2019. [doi]

Authors

Sotirios Sabanis

This author has not been identified. Look up 'Sotirios Sabanis' in Google

Ying Zhang

This author has not been identified. Look up 'Ying Zhang' in Google