An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (Q5345939): Difference between revisions

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scientific article; zbMATH DE number 6726809
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An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process
scientific article; zbMATH DE number 6726809

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    An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (English)
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    7 June 2017
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