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

Fuente: arXiv

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Bibliographische Detailangaben
Hauptverfasser:	Jiang, Yingsong, Liu, Ruishu, Wang, Xiaojie, Zhuo, Jinghua
Format:	Preprint
Veröffentlicht:	2024
Schlagworte:	Numerical Analysis
Online-Zugang:	Acceder al recurso
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

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