Pages that link to "Item:Q356137"
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The following pages link to The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (Q356137):
Displaying 7 items.
- Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974) (← links)
- A positivity preserving numerical method for stochastic R\&D model (Q2010576) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model (Q2164647) (← links)
- Strong convergence of the partially truncated Euler-Maruyama scheme for a stochastic age-structured SIR epidemic model (Q2286036) (← links)
- Positivity preserving truncated scheme for the stochastic Lotka-Volterra model with small moment convergence (Q6046234) (← links)
- Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition (Q6123187) (← links)
