The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model (Q2122043)
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| Language | Label | Description | Also known as |
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| English | The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model |
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The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model (English)
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5 April 2022
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Cox-Ingersoll-Ross model
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adaptive timestepping
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explicit Euler-Maruyama method
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strong convergence
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positivity
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