The Euler-Maruyama approximation for the absorption time of the CEV diffusion (Q432579)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Euler-Maruyama approximation for the absorption time of the CEV diffusion |
scientific article |
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The Euler-Maruyama approximation for the absorption time of the CEV diffusion (English)
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4 July 2012
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