Pages that link to "Item:Q2199791"
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The following pages link to Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay (Q2199791):
Displaying 13 items.
- Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (Q273787) (← links)
- Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974) (← links)
- An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays (Q2137331) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- (Q5074751) (← 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)
- Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226) (← links)
- Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)
- On the analysis of Ait-Sahalia-type model for rough volatility modelling (Q6204804) (← links)
- Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay (Q6596382) (← 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)
