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"Hybrid, adaptive, and positivity preserving numerical methods for the ..."
Cónall Kelly, Gabriel J. Lord, Heru Maulana (2020)
- Cónall Kelly, Gabriel J. Lord, Heru Maulana:
Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model. CoRR abs/2002.10206 (2020)
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