OpenAlex | Preserving positivity in solutions of discretised stochastic differential equations

Preserving positivity in solutions of discretised stochastic differential equations

Work

Year: 2010

Type: article

Source: Applied Mathematics and Computation

Authors John A. D. Appleby, Małgorzata Guzowska, Cónall Kelly, Alexandra Rodkina

Institutions Dublin City University, University of Szczecin, University of the West Indies System

Cites: 20

Cited by: 26

Related to: 10

FWCI: 1.363

Citation percentile (by year/subfield): 91.93

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed