On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836)
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| English | On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients |
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On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (English)
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20 February 2019
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Euler-Maruyama scheme
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\(\alpha\)-CIR models
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Lévy driven sdes
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Hölder continuous coefficients
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spectrally positive Lévy process
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0.8543436527252197
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0.8442518711090088
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0.83430016040802
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0.828844428062439
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