Weak antithetic MLMC estimation of SDEs with the Milstein scheme for low-dimensional Wiener processes. - Kristian Debrabant; Azadeh Ghasemifard; Nicky C. Mattsson (Appl. Math. Lett., 2019)

Comments on "Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems" [J. Comput. Appl. Math. 205 (2007) 949-956]. - Mahdieh Tahmasebi; Azadeh Ghasemifard; Mohamad Taghi Jahandideh (J. Comput. Appl. Math., 2019)