An official Journal of the Institute of Mathematical Statistics.
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Svetlana Boyarchenko, et al. (2002)
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
Martin Hutzenthaler, et al. (2012)
Universality of approximate message passing algorithms and tensor networks
Tianhao Wang, et al. (2024)
