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The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liu, Zhuoqi, Wang, Zhaohang, Sun, Siying, Gao, Shuaibin
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
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