Pages that link to "Item:Q2400313"

The following pages link to Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313):

Displaying 13 items.

• Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
• Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← links)
• A positivity preserving numerical method for stochastic R\&D model (Q2010576) (← links)
• The positive numerical solution for stochastic age-dependent capital system based on explicit-implicit algorithm (Q2029118) (← links)
• Positivity preserving stochastic \(\theta\)-methods for selected SDEs (Q2058409) (← links)
• A positivity-preserving numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment (Q2094317) (← links)
• Structure preserving numerical analysis of reaction-diffusion models (Q2120210) (← links)
• Continuous stage stochastic Runge-Kutta methods (Q2138886) (← links)
• The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model (Q2164647) (← links)
• Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise (Q2415164) (← links)
• The numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment (Q5044424) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
• Numerical conservation issues for jump Pearson diffusions (Q6169251) (← links)