Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805)
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| Language | Label | Description | Also known as |
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| English | Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model |
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Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (English)
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15 November 2016
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Cox-Ingersoll-Ross process
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discrete approximation scheme
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functional limit theorems
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weak convergence
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