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"Hybrid, adaptive, and positivity preserving numerical methods for the ..."

Cónall Kelly, Gabriel J. Lord, Heru Maulana (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-06-26

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2002-10206
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2002-10206
Cónall Kelly, Gabriel J. Lord, Heru Maulana:
Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model. CoRR abs/2002.10206 (2020)

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