Ivo Mihaylov

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Linear Combination

Allocation Scheme

Bandwidth Utilization

Top Venues

SIAM J. Financial Math.

Publications

Jean-François Chassagneux, Antoine Jacquier, Ivo Mihaylov
An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients. SIAM J. Financial Math. 7 (1) (2016)