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An Efficient Numerical Scheme for Simulation of Mean-Reverting Square-Root Diffusions Journal article
Journal of Numerical Mathematics and Stochastics, 2010,Volume: 1,Issue: 1,Page: 45-55
作者:  Deng DING;  C. I. CHAO
收藏  |  浏览/下载:4/0  |  提交时间:2019/07/09
Mean-reverting  Square-root Diffusion  Simulation  Positivity Preservation  Splitting-step Algorithm