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Unconditionally positivity-preserving explicit order-one strong approximations of financial SDEs with non-Lipschitz coefficients

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wu, Xiaojuan, Liu, Ruishu, Xu, Jiahao
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
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