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"Unconditionally positivity-preserving approximations of the Ait-Sahalia ..."

Yingsong Jiang et al. (2024)

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DOI: 10.48550/ARXIV.2403.16975

access: open

type: Informal or Other Publication

metadata version: 2024-04-09

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  - journals/corr/abs-2403-16975
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  - https://dblp.org/rec/journals/corr/abs-2403-16975
Yingsong Jiang, Ruishu Liu, Xiaojie Wang, Jinghua Zhuo:
Unconditionally positivity-preserving approximations of the Ait-Sahalia type model: Explicit Milstein-type schemes. CoRR abs/2403.16975 (2024)

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