Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients

Fuente: arXiv

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Bibliographic Details
Main Authors:	Deng, Shounian, Fei, Chen, Fei, Weiyin, Mao, Xuerong
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.05614