Unconditionally positivity-preserving explicit order-one strong approximations of financial SDEs with non-Lipschitz coefficients

Journal of Computational and Applied Mathematics 2026 Open access

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Authors: Xiaojuan Wu, Ruishu Liu, Jiahao Xu
DOI: 10.1016/j.cam.2026.117986
Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Risk and Portfolio Optimization Financial Risk and Volatility Modeling

Publication details

Journal / source
Journal of Computational and Applied Mathematics
Volume
491
Pages
117986–117986
Publication date
25 July 2026
Language
EN