Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (Q727912): Difference between revisions
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Revision as of 01:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process |
scientific article |
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Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (English)
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21 December 2016
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Cox-Ingersoll-Ross process
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stochastic differential equations
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Euler schemes
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exponential integrability
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stochastic volatility model
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