Strong approximation of a Cox-Ingersoll-Ross process via approximation of the minimum of Brownian motion (Q4978554)
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scientific article; zbMATH DE number 6759825
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| English | Strong approximation of a Cox-Ingersoll-Ross process via approximation of the minimum of Brownian motion |
scientific article; zbMATH DE number 6759825 |
Statements
11 August 2017
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stochastic differential equation
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Cox-Ingersoll-Ross process
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strong approximation
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minimum of Brownian motion
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0.9040197134017944
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0.8397343754768372
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0.8295400738716125
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0.803784966468811
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