"An adaptive positive preserving numerical scheme based on splitting method ..."

Minoo Kamrani, Erika Hausenblas (2025)

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DOI: 10.1016/J.MATCOM.2024.10.021

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type: Journal Article

metadata version: 2024-11-30

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Minoo Kamrani, Erika Hausenblas:
An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model. Math. Comput. Simul. 229: 673-689 (2025)

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