Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (Q727912): Difference between revisions

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-.3934/dcdsb.2016101
@@ Property / DOI: 10.3934/dcdsb.2016101 / rank @@
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+.00919
@@ Property / arXiv ID: 1601.00919 / rank @@
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