Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range |
scientific article |
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Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (English)
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12 December 2017
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Cox-Ingersoll-Ross process
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squared Bessel process
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square root diffusion coefficient
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strong approximation
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Milstein-type scheme
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