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Constructing positivity preserving numerical schemes for...

Constructing positivity preserving numerical schemes for the two-factor CIR model

Halidias, Nikolaos
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Volume:
21
Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma-2015-0109
Date:
January, 2015
File:
PDF, 465 KB
english, 2015
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