Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366)
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scientific article; zbMATH DE number 7318251
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| English | Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model |
scientific article; zbMATH DE number 7318251 |
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Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (English)
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6 March 2021
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jump-extended CIR model
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balanced implicit method
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positivity preserving
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convergence
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