An adaptive splitting method for the Cox-Ingersoll-Ross process (Q6101788): Difference between revisions

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Property / DOI: 10.1016/j.apnum.2023.01.014 / rank
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Latest revision as of 18:28, 30 December 2024

scientific article; zbMATH DE number 7699041
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English
An adaptive splitting method for the Cox-Ingersoll-Ross process
scientific article; zbMATH DE number 7699041

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    An adaptive splitting method for the Cox-Ingersoll-Ross process (English)
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    20 June 2023
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    Cox-Ingersoll-Ross model
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    reflecting boundary
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    splitting method
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    adaptive mesh
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    strong convergence
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    soft zero
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