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07/21/2023
On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
We study the Euler scheme for scalar non-autonomous stochastic different...
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12/14/2022
The order barrier for the L^1-approximation of the log-Heston SDE at a single point
We study the L^1-approximation of the log-Heston SDE at the terminal tim...
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06/07/2022
Sharp L^1-Approximation of the log-Heston SDE by Euler-type methods
We study the L^1-approximation of the log-Heston SDE at equidistant time...
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06/21/2021
