Theory and Modern Applications
From: Numerical methods for simulation of stochastic differential equations
N | Euler-Maruyama estimation | Milstein estimation |
---|---|---|
29 | 35.0213 | 35.0531 |
210 | 35.1408 | 35.0277 |
211 | 35.2520 | 35.2222 |
212 | 35.3850 | 35.4594 |
213 | 5.3261 | 35.5083 |