"An explicit positivity-preserving scheme for the Heston 3/2-model with ..."

Xiaojuan Wu, Siqing Gan (2025)

> Home

Details and statistics

DOI: 10.1016/J.CNSNS.2024.108372

access: closed

type: Journal Article

metadata version: 2024-11-06

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cnsns/WuG25
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cnsns/WuG25
Xiaojuan Wu, Siqing Gan:
An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence. Commun. Nonlinear Sci. Numer. Simul. 140: 108372 (2025)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.