Pages that link to "Item:Q2786430"
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The following pages link to Uniform approximation of the Cox-Ingersoll-Ross process (Q2786430):
Displayed 4 items.
- Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489) (← links)
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
