Pages that link to "Item:Q5345939"

The following pages link to An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (Q5345939):

Displayed 14 items.

• Weak Convergence Rate of a Time-Discrete Scheme for the Heston Stochastic Volatility Model (Q5346007) ‎ (← links)
• An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) ‎ (← links)
• An adaptive splitting method for the Cox-Ingersoll-Ross process (Q6101788) ‎ (← links)
• Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes (Q6107316) ‎ (← links)
• (Q6121376) ‎ (← links)
• The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083) ‎ (← links)
• Multilevel Monte Carlo simulation for the Heston stochastic volatility model (Q6144993) ‎ (← links)
• Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises (Q6157440) ‎ (← links)
• Multilevel Monte Carlo using approximate distributions of the CIR process (Q6157841) ‎ (← links)
• Strong approximation of Bessel processes (Q6164838) ‎ (← links)
• Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226) ‎ (← links)
• Mean-reverting schemes for solving the CIR model (Q6175251) ‎ (← links)
• Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) ‎ (← links)
• High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) ‎ (← links)