The weak convergence order of two Euler-type discretization schemes for the log-Heston model. - Annalena Mickel; Andreas Neuenkirch (CoRR, 2021)

Sharp L1-Approximation of the log-Heston SDE by Euler-type methods. - Annalena Mickel; Andreas Neuenkirch (CoRR, 2022)

The order barrier for the L1-approximation of the log-Heston SDE at a single point. - Annalena Mickel; Andreas Neuenkirch (CoRR, 2022)

On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients. - Annalena Mickel; Andreas Neuenkirch (CoRR, 2023)