Pages that link to "Item:Q634110"

The following pages link to Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model (Q634110):

Displaying 19 items.

• An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (Q5345939) (← links)
• Ergodicity of generalized Ait-Sahalia-type interest rate model (Q5367298) (← links)
• On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps (Q5965335) (← links)
• Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)
• Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition (Q6123187) (← links)
• Discrete-time feedback control for highly nonlinear hybrid stochastic systems with non-differentiable delays (Q6161369) (← links)
• Parameter estimation for generalized Ait-Sahalia-type interest rate model (Q6171889) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)
• Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model (Q6202781) (← links)
• On the analysis of Ait-Sahalia-type model for rough volatility modelling (Q6204804) (← links)
• The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations (Q6495877) (← links)
• The logarithmic truncated EM method with weaker conditions (Q6546892) (← links)
• Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion (Q6567319) (← links)
• A positivity preserving Milstein-type method for stochastic differential equations with positive solutions (Q6572445) (← links)
• Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay (Q6596382) (← links)
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)
• An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence (Q6649258) (← links)
• Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Aït-Sahalia model (Q6664386) (← links)