has been cited by the following article(s):
[1]
|
Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance
Arabian Journal of Mathematics,
2020
DOI:10.1007/s40065-020-00287-w
|
|
|
[2]
|
An exponential timestepping algorithm for diffusion with discontinuous coefficients
Journal of Computational Physics,
2019
DOI:10.1016/j.jcp.2019.07.013
|
|
|