Pages that link to "Item:Q937465"
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The following pages link to Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465):
Displaying 21 items.
- The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (Q356137) (← links)
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974) (← links)
- Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model (Q634110) (← links)
- Preserving positivity in solutions of discretised stochastic differential equations (Q711313) (← links)
- A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations (Q947594) (← links)
- Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations (Q980086) (← links)
- Highly nonlinear model in finance and convergence of Monte Carlo simulations (Q1018139) (← links)
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
- Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143) (← links)
- Dynamics of a mean-reverting stochastic volatility equation with regime switching (Q2207789) (← links)
- Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump (Q2379076) (← links)
- Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702) (← links)
- Weak solution of stochastic differential equations with fractional diffusion coefficient (Q4685691) (← links)
- Strong Solutions of a Class of Stochastic Differential Equations with Jumps (Q4932829) (← links)
- Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation (Q5001562) (← links)
- Continuous feedback stabilization for a class of affine stochastic nonlinear systems (Q5122262) (← links)
- JUMP SYSTEMS WITH THE MEAN-REVERTING γ-PROCESS AND CONVERGENCE OF THE NUMERICAL APPROXIMATION (Q5389123) (← links)
- Approximate solutions for neutral stochastic fractional differential equations (Q6177841) (← links)
- Time-discretization method for a multiterm time fractional differential equation with delay (Q6539319) (← links)
- Continuous simultaneous stabilization of single-input nonlinear stochastic systems (Q6569762) (← links)
