Explicit positivity preserving numerical method for linear stochastic volatility models driven by $α$-stable process

Fuente: arXiv

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Bibliographic Details
Main Authors:	Li, Xiaotong, Liu, Wei, Mao, Xuerong, Tian, Hongjiong, Wu, Yue
Format:	Preprint
Published:	2025
Subjects:	Probability 60H35, 65C30, 60J76
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.00788