Statistics and Risk Management
Article
dos Reis,G;Engelhardt,S;Smith,G
IMA JOURNAL OF NUMERICAL ANALYSIS
2022
42
1
874-922
10.1093/imanum/draa099
Simulation of McKean-Vlasov SDEs with super-linear growth
NOVA Math > NOVA Math > NOVA Math Publications > Simulation of McKean-Vlasov SDEs with super-linear growth