Li, X., Liu, W., Mao, X., Tian, H., & Wu, Y. (2025). Explicit positivity preserving numerical method for linear stochastic volatility models driven by $α$-stable process.
Chicago-Zitierstil (17. Ausg.)Li, Xiaotong, Wei Liu, Xuerong Mao, Hongjiong Tian, und Yue Wu. Explicit Positivity Preserving Numerical Method for Linear Stochastic Volatility Models Driven by $α$-stable Process. 2025.
MLA-Zitierstil (9. Ausg.)Li, Xiaotong, et al. Explicit Positivity Preserving Numerical Method for Linear Stochastic Volatility Models Driven by $α$-stable Process. 2025.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.