"Constructing positivity preserving numerical schemes for the two-factor ..."

Nikolaos Halidias (2015)

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DOI: 10.1515/MCMA-2015-0109

access: closed

type: Journal Article

metadata version: 2022-06-10

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Nikolaos Halidias:
Constructing positivity preserving numerical schemes for the two-factor CIR model. Monte Carlo Methods Appl. 21(4): 313-323 (2015)

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