Convergence of the Euler-Maruyama method for CIR model with Markovian switching (Q1998090)

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Convergence of the Euler-Maruyama method for CIR model with Markovian switching
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    Convergence of the Euler-Maruyama method for CIR model with Markovian switching (English)
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    6 March 2021
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    Markovian switching
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    Hölder continuous
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    rate of convergence
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    parameter estimation
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    quadratic variation
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