Journal:Applied Numerical Mathematics

Co-author:Hu Yaozhong

First Author:Cai Meng

Indexed by:Journal paper

Correspondence Author:Gan Siqing

Discipline:Natural Science

Document Type:J

Volume:188

Page Number:1-20

Translation or Not:no

Included Journals:SCI、EI

Pre One:An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence Next One:First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps