Pages that link to "Item:Q898655"
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The following pages link to Constructing positivity preserving numerical schemes for the two-factor CIR model (Q898655):
Displaying 15 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)
- A new numerical scheme for the CIR process (Q500385) (← links)
- The semi-discrete method for the approximation of the solution of stochastic differential equations (Q1982270) (← links)
- Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← links)
- Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps (Q2010734) (← links)
- A note on the asymptotic stability of the semi-discrete method for stochastic differential equations (Q2121623) (← links)
- On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case (Q2273199) (← links)
- Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model (Q2359660) (← links)
- Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
- Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations (Q5028557) (← links)
- Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
- A new convergence and positivity analysis of balanced Euler method for stochastic age‐dependent population equations (Q6066431) (← links)
- Mean-reverting schemes for solving the CIR model (Q6175251) (← links)
- Boundary-preserving Lamperti-splitting schemes for some stochastic differential equations (Q6500013) (← links)
