Pages that link to "Item:Q3168702"

The following pages link to Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702):

Displaying 9 items.

• A note on order of convergence of numerical method for neutral stochastic functional differential equations (Q430392) (← links)
• Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
• Approximations of numerical method for neutral stochastic functional differential equations with Markovian switching (Q1952911) (← links)
• An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
• Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model (Q2359660) (← links)
• Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump (Q2379076) (← links)
• Convergence to square waves for a price model with delay (Q2574731) (← links)
• The strong convergence of the Carathéodory approximations of the mean-reverting \(\theta\) process with time delay (Q2916789) (← links)
• Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226) (← links)