An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (Q5345939): Difference between revisions
From MaRDI portal
Latest revision as of 23:06, 13 July 2024
scientific article; zbMATH DE number 6726809
Language | Label | Description | Also known as |
---|---|---|---|
English | An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process |
scientific article; zbMATH DE number 6726809 |
Statements
An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (English)
0 references
7 June 2017
0 references
0 references
0 references
0 references
0 references