"Positivity and convergence of the balanced implicit method for the ..."

Jianguo Tan et al. (2021)

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DOI: 10.1016/J.MATCOM.2020.10.024

access: closed

type: Journal Article

metadata version: 2021-10-14

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Jianguo Tan, Yang Chen, Weiwei Men, Yongfeng Guo:
Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model. Math. Comput. Simul. 182: 195-210 (2021)

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