Unconditionally positivity-preserving approximations of the Ait-Sahalia type model: Explicit Milstein-type schemes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jiang, Yingsong, Liu, Ruishu, Wang, Xiaojie, Zhuo, Jinghua
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.16975