Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226)
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scientific article; zbMATH DE number 7710404
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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