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Applied Mathematical Finance Volume 25, 2018 - Issue 2
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Articles

Approximation of Non-Lipschitz SDEs by Picard Iterations

Julien BaptistePSL National Research, Ceremade, CNRS, Paris-Dauphine University, Paris, France
,
Julien GrepatPSL National Research, Ceremade, CNRS, Paris-Dauphine University, Paris, France
&
Emmanuel LepinettePSL National Research, Ceremade, CNRS, Paris-Dauphine University, Paris, FranceCorrespondence[email protected]
Pages 148-179 | Received 21 Nov 2016, Accepted 25 Jul 2018, Published online: 20 Aug 2018

References

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