2007
"Stylized facts from a threshold-based heterogeneous agent model",
Eur. Phys. J. B , vol. 57, no. 2, pp. 213-218, 2007 [MATH]
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"An adaptive Euler-Maruyama scheme for SDEs: convergence and stability",
IMA J. Numer. Anal., vol. 27, no. 3, pp. 479-506, 2007 [MATH]
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2006
"Mean-square stability properties of an adaptive time-stepping SDE solver",
J. Comput. Appl. Math., vol. 194, no. 2, pp. 245--254, 2006 [MATH]
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