{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,10]],"date-time":"2026-04-10T21:54:19Z","timestamp":1775858059996,"version":"3.50.1"},"reference-count":0,"publisher":"Walter de Gruyter GmbH","issue":"4","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2015,12,1]]},"abstract":"<jats:title>Abstract<\/jats:title>\n               <jats:p>We study the two-factor CIR model and using the main\nidea of two of our previous papers, we propose explicit\nnumerical schemes that preserves positivity and converges strongly\nin the mean square sense to the true solution. Our results apply\nfor the multi-factor and the one-factor cases as well.<\/jats:p>","DOI":"10.1515\/mcma-2015-0109","type":"journal-article","created":{"date-parts":[[2015,12,13]],"date-time":"2015-12-13T04:13:46Z","timestamp":1449980026000},"page":"313-323","source":"Crossref","is-referenced-by-count":11,"title":["Constructing positivity preserving numerical schemes for the two-factor CIR\nmodel"],"prefix":"10.1515","volume":"21","author":[{"given":"Nikolaos","family":"Halidias","sequence":"first","affiliation":[{"name":"Department of Mathematics, University of the Aegean, Karlovassi, Samos, Greece"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"374","published-online":{"date-parts":[[2015,10,30]]},"container-title":["Monte Carlo Methods and Applications"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.degruyter.com\/document\/doi\/10.1515\/mcma-2015-0109\/xml","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/www.degruyter.com\/document\/doi\/10.1515\/mcma-2015-0109\/pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,4,1]],"date-time":"2023-04-01T15:01:58Z","timestamp":1680361318000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.degruyter.com\/document\/doi\/10.1515\/mcma-2015-0109\/html"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,10,30]]},"references-count":0,"journal-issue":{"issue":"4","published-online":{"date-parts":[[2015,12,1]]},"published-print":{"date-parts":[[2015,12,1]]}},"alternative-id":["10.1515\/mcma-2015-0109"],"URL":"https:\/\/doi.org\/10.1515\/mcma-2015-0109","relation":{},"ISSN":["0929-9629","1569-3961"],"issn-type":[{"value":"0929-9629","type":"print"},{"value":"1569-3961","type":"electronic"}],"subject":[],"published":{"date-parts":[[2015,10,30]]}}}