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A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models

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2006Structure preserving stochastic integration schemes in interest rate derivative modeling65 cited

2006An efficient discretisation scheme for one dimensional SDEs with a diffusion coefficient function of the form |x|^a, a in [1/2,1)36 cited

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2019Convergence and stability of the backward Euler method for jump–diffusion SDEs with super-linearly growing diffusion and jump coefficients26 cited