An explicit and positivity preserving numerical scheme for the mean reverting CEV model (Q495866)

From MaRDI portal
Revision as of 12:11, 22 June 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
An explicit and positivity preserving numerical scheme for the mean reverting CEV model
scientific article

    Statements

    An explicit and positivity preserving numerical scheme for the mean reverting CEV model (English)
    0 references
    0 references
    15 September 2015
    0 references

    Identifiers