"Positivity-preserving truncated Euler and Milstein methods for financial ..."

Shounian Deng et al. (2024)

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DOI: 10.48550/ARXIV.2410.05614

access: open

type: Informal or Other Publication

metadata version: 2024-11-18

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  - journals/corr/abs-2410-05614
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  - https://dblp.org/rec/journals/corr/abs-2410-05614
Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao:
Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients. CoRR abs/2410.05614 (2024)

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