Pages that link to "Item:Q500385"

The following pages link to A new numerical scheme for the CIR process (Q500385):

Displaying 11 items.

• On the construction of boundary preserving numerical schemes (Q350284) (← links)
• An explicit and positivity preserving numerical scheme for the mean reverting CEV model (Q495866) (← links)
• Constructing positivity preserving numerical schemes for the two-factor CIR model (Q898655) (← links)
• Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
• The semi-discrete method for the approximation of the solution of stochastic differential equations (Q1982270) (← links)
• Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term (Q2085652) (← links)
• The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237) (← links)
• On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case (Q2273199) (← links)
• An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
• On a discrete version of the CIR process (Q2846807) (← links)
• Mean-reverting schemes for solving the CIR model (Q6175251) (← links)