Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model

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Publication:6181513

DOI10.1007/s10543-023-01000-xOpenAlexW4389051283MaRDI QIDQ6181513

Xuerong Mao, Shounian Deng, Chen Fei, Weiyin Fei

Publication date: 2 January 2024

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-023-01000-x






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