Explicit positivity preserving numerical method for linear stochastic volatility models driven by $α$-stable process - 惯性聚合

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Explicit positivity preserving numerical method for linear stochastic volatility models driven by $α$-stable process

Xiaotong Li, Wei Liu, Xuerong Mao, Hongjiong Tian, Yue Wu · 2025-02-02 · via math.PR updates on arXiv.org

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