Pages that link to "Item:Q4903574"
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The following pages link to Semi-discrete approximations for stochastic differential equations and applications (Q4903574):
Displayed 9 items.
- On the construction of boundary preserving numerical schemes (Q350284) (← links)
- An explicit and positivity preserving numerical scheme for the mean reverting CEV model (Q495866) (← links)
- A new numerical scheme for the CIR process (Q500385) (← links)
- Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
- Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (Q1689436) (← links)
- Construction of positivity preserving numerical method for stochastic age-dependent population equations (Q1737134) (← links)
- Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
- A boundary preserving numerical scheme for the Wright-Fisher model (Q2406295) (← links)
- A novel approach to construct numerical methods for stochastic differential equations (Q2453472) (← links)