Pages that link to "Item:Q3168702"
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The following pages link to Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702):
Displaying 6 items.
- A note on order of convergence of numerical method for neutral stochastic functional differential equations (Q430392) (← links)
- Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
- Approximations of numerical method for neutral stochastic functional differential equations with Markovian switching (Q1952911) (← links)
- An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
- Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model (Q2359660) (← links)
- Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226) (← links)