UM

Browse/Search Results:  1-1 of 1 Help

Selected(0)Clear Items/Page:    Sort:
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
Authors:  Deng DING;  C. I. CHAO
Favorite  |  View/Download:8/0  |  Submit date:2019/07/09
Mean-reverting  Square-root Diffusion  Simulation  Positivity Preservation  Splitting-step Algorithm