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insight - Numerical Scheme Analysis
Unconditionally Positivity-Preserving Approximations of Ait-Sahalia Type Model
Designing explicit Milstein-type schemes for the Ait-Sahalia model with mean-square convergence.
Ait-Sahalia Type Model Approximations for Mathematical Finance
Developing explicit Milstein-type schemes for Ait-Sahalia type models with positivity preservation.
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