Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model
2021 ◽
Vol 182
◽
pp. 195-210
2017 ◽
Vol 118
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pp. 249-265
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2019 ◽
Vol 353
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pp. 166-177
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Keyword(s):
2015 ◽
Vol 19
(2)
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pp. 69-108
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