An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump |
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An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (English)
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26 July 2019
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explicit numerical scheme
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semi-discrete method
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non-linear SDEs
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stochastic delay differential equations with jumps
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boundary preserving numerical algorithm
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jump-delay CIR and CEV models
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