Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974): Difference between revisions

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+Nonparametric Pricing of Interest Rate Derivative Securities
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+The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model
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+Large deviations for some fast stochastic volatility models by viscosity methods
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+Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition
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+Highly nonlinear model in finance and convergence of Monte Carlo simulations
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+Q4433608
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+JUMP SYSTEMS WITH THE MEAN-REVERTING γ-PROCESS AND CONVERGENCE OF THE NUMERICAL APPROXIMATION
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+Q4369402
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+Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
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+Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
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+The LaSalle-type theorem for neutral stochastic functional differential equations with infinite delay
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+A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations
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+Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations
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+Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
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+Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
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