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researcher

S. Sabanis

44 papers hereh-index 211.8k citations60 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author3
  • middle author12
  • last author26

Across the 44 of 44 papers where every author was matched, so the position is known.

fields
  • math.PR18
  • cs.LG7
  • math.ST5
  • math.OC3
  • q-fin.PM2
  • q-fin.PR2

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedA note on tamed Euler approximations

193 citations · 476 across the 39 of their papers we have counts for

collaborators
Showing 2021 · math.PRShow all

1 paper · 2 filters

math.PR2021

A Strongly Monotonic Polygonal Euler Scheme

Tim Johnston, Sotirios Sabanis

In recent years tamed schemes have become an important technique for simulating SDEs and SPDEs whose continuous coefficients display superlinear growth. The taming method, which in…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.