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"Preserving positivity in solutions of discretised stochastic differential ..."

John A. D. Appleby et al. (2010)

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DOI: 10.1016/J.AMC.2010.06.015

access: closed

type: Journal Article

metadata version: 2020-02-21

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John A. D. Appleby, Malgorzata Guzowska, Cónall Kelly, Alexandra Rodkina:
Preserving positivity in solutions of discretised stochastic differential equations. Appl. Math. Comput. 217(2): 763-774 (2010)

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