Language : English
甘四清

Journal Publications

An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence

DOI number:10.1016/j.cnsns.2024.108372

Journal:Communications in Nonlinear Science and Numerical Simulation

First Author:Wu Xiaojuan

Indexed by:Journal paper

Correspondence Author:Gan Siqing

Discipline:Natural Science

Document Type:J

Volume:140 (2025)

Issue:108372

Translation or Not:no

Included Journals:SCI