Constructing positivity preserving numerical schemes for the two-factor CIR model (Q898655)

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Constructing positivity preserving numerical schemes for the two-factor CIR model
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    Constructing positivity preserving numerical schemes for the two-factor CIR model (English)
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    18 December 2015
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    two-factor CIR model
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    explicit numerical scheme
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    positivity preservation
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    order of convergence
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