An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model
Research output: Contribution to journal › Article › Research › peer-review
Authors
Organisational units
External Organisational units
- School of Mathematics
- University of Tehran
Details
| Original language | English |
|---|---|
| Pages (from-to) | 673-689 |
| Number of pages | 17 |
| Journal | Mathematics and Computers in Simulation |
| Volume | 229 |
| DOIs | |
| Publication status | Published - Mar 2025 |
