
Designing explicit Milstein-type schemes for the Ait-Sahalia model with mean-square convergence.


coremsg

unconditionally-positivity-preserving-approximations-of-ait-sahalia-type-model


Unconditionally Positivity-Preserving Approximations of Ait-Sahalia Type Model



Developing explicit Milstein-type schemes for Ait-Sahalia type models with positivity preservation.



Ait-Sahalia Type Model Approximations for Mathematical Finance
