A new numerical scheme for the CIR process (Q500385)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new numerical scheme for the CIR process |
scientific article |
Statements
A new numerical scheme for the CIR process (English)
0 references
2 October 2015
0 references
CIR process
0 references
explicit numerical scheme
0 references
positivity preservation
0 references
order of convergence
0 references
