Pages that link to "Item:Q724558"
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The following pages link to Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558):
Displaying 5 items.
- Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← 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)
- Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model (Q2359660) (← links)
- Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226) (← links)
