Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805)
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scientific article; zbMATH DE number 6652942
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| English | Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model |
scientific article; zbMATH DE number 6652942 |
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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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0.89135915
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0.87141395
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0.8608444
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0.85665905
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0.8555355
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0.8551521
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0.8543601
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