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An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump.

Ioannis S. Stamatiou
Published in: J. Comput. Appl. Math. (2019)
Keyphrases
  • numerical scheme
  • model selection
  • parameter estimation
  • statistical models
  • fixed point
  • anisotropic diffusion
  • variational methods
  • finite difference
  • semi implicit