Pages that link to "Item:Q2199791"

The following pages link to Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay (Q2199791):

Displaying 7 items.

• An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays (Q2137331) (← links)
• (Q5074751) (← links)
• Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)
• Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition (Q6123187) (← links)
• Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226) (← links)
• Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)
• On the analysis of Ait-Sahalia-type model for rough volatility modelling (Q6204804) (← links)