Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226): Difference between revisions

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Revision as of 08:22, 30 July 2024

scientific article; zbMATH DE number 7710404
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English
Strong convergence rate of implicit Euler scheme to a CIR model with delay
scientific article; zbMATH DE number 7710404

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    Strong convergence rate of implicit Euler scheme to a CIR model with delay (English)
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    11 July 2023
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    CIR model
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    delay
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    strong convergence
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    implicit Euler scheme
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