most citedUnconditionally positivity-preserving explicit Euler-type schemes for a generalized Ait-Sahalia model

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math.NA2024★ 6 cited

Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Ait-Sahalia model

Ruishu Liu, Yulin Cao, Xiaojie Wang

The present work is devoted to strong approximations of a generalized Aït-Sahalia model arising from mathematical finance. The numerical study of the considered model faces essenti…