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Annalena Mickel
Publication Activity (10 Years)
Years Active: 2021-2023
Publications (10 Years): 4
Top Topics
Petri Net
Machine Learning
Formal Model
Light Source
Top Venues
CoRR
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Publications
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Annalena Mickel
,
Andreas Neuenkirch
On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients.
CoRR
(2023)
Annalena Mickel
,
Andreas Neuenkirch
-Approximation of the log-Heston SDE by Euler-type methods.
CoRR
(2022)
Annalena Mickel
,
Andreas Neuenkirch
-approximation of the log-Heston SDE at a single point.
CoRR
(2022)
Annalena Mickel
,
Andreas Neuenkirch
The weak convergence order of two Euler-type discretization schemes for the log-Heston model.
CoRR
(2021)