The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions

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Publication:2271413

DOI10.1016/j.apnum.2009.03.004zbMath1172.65009OpenAlexW2034452444MaRDI QIDQ2271413

Xuerong Mao, Fuke Wu, Kan Chen

Publication date: 7 August 2009

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2009.03.004



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