Pages that link to "Item:Q500385"
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The following pages link to A new numerical scheme for the CIR process (Q500385):
Displayed 5 items.
- On the construction of boundary preserving numerical schemes (Q350284) (← links)
- Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
- The semi-discrete method for the approximation of the solution of stochastic differential equations (Q1982270) (← links)
- Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term (Q2085652) (← links)
- An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)