Annalena Mickel

According to our database¹, Annalena Mickel authored at least 4 papers between 2021 and 2023.

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2023

On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients.

[BibT_eX]

[DOI]

CoRR, 2023

2022

The order barrier for the L<sup>1</sup>-approximation of the log-Heston SDE at a single point.

[BibT_eX]

[DOI]

CoRR, 2022

Sharp L<sup>1</sup>-Approximation of the log-Heston SDE by Euler-type methods.

[BibT_eX]

[DOI]

CoRR, 2022

2021

The weak convergence order of two Euler-type discretization schemes for the log-Heston model.

[BibT_eX]

[DOI]

CoRR, 2021