A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models
Crossref DOI link: https://doi.org/10.1007/s11075-016-0137-4
Published Online: 2016-06-04
Published Print: 2017-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yang, Xu
Wang, Xiaojie
License valid from 2016-06-04