An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (Q5345939)
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scientific article; zbMATH DE number 6726809
Language | Label | Description | Also known as |
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English | An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process |
scientific article; zbMATH DE number 6726809 |
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An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (English)
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7 June 2017
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