Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Aït-Sahalia model (Q6664386)
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scientific article; zbMATH DE number 7968260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Aït-Sahalia model |
scientific article; zbMATH DE number 7968260 |
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Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Aït-Sahalia model (English)
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16 January 2025
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Aït-Sahalia model
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explicit scheme
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unconditionally positivity preserving
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strong convergence rate
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