Pages that link to "Item:Q495866"

The following pages link to An explicit and positivity preserving numerical scheme for the mean reverting CEV model (Q495866):

Displaying 11 items.

• On the construction of boundary preserving numerical schemes (Q350284) (← links)
• A new numerical scheme for the CIR process (Q500385) (← links)
• A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
• The Euler-Maruyama approximations for the CEV model (Q553454) (← 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 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)
• An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
• Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)