"A positivity preserving numerical scheme for the mean-reverting alpha-CEV ..."

Libo Li, Guanting Liu (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-04-06

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2103-13002
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2103-13002
Libo Li, Guanting Liu:
A positivity preserving numerical scheme for the mean-reverting alpha-CEV process. CoRR abs/2103.13002 (2021)

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