Pages that link to "Item:Q5305973"

The following pages link to First and second moment reversion for a discretized square root process with jumps (Q5305973):

Displayed 8 items.

• A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) ‎ (← links)
• Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) ‎ (← links)
• Positivity preserving stochastic \(\theta\)-methods for selected SDEs (Q2058409) ‎ (← links)
• CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) ‎ (← links)
• Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702) ‎ (← links)
• Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) ‎ (← 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)