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• An Axiomatic Approach to Numerical Approximations of Stochastic Processes

  Henri Schurz

  2006-03-01

  30405 2616 Pages:459-480

• On Global Asymptotic Stability of Solutions of Some in-Arithmetic-Mean-Sense Monotone Stochastic Difference Equations in $\rm{IR}^1$

  A. Rodkina & H. Schurz

  2005-02-01

  28651 2553 Pages:355-366

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In't Hout, S. Foulon

  2010-07-01

  35275 2885 Pages:303-320

• Convergence and Stability of Implicit Methods for Jump-Diffusion Systems

  D. J. Higham & P. E. Kloeden

  2006-03-01

  29711 2654 Pages:125-140