Fingerprint Dive into the research topics of 'On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case'. Together they form a unique fingerprint.
- Sort by
- Weight
- Alphabetically
On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case
Libo Li, Dai Taguchi
Research output: Contribution to journal › Article
1
Citation
(Scopus)