Pages that link to "Item:Q2170237"
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The following pages link to The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237):
Displaying 3 items.
- Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
- Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process (Q5857310) (← links)
- Interest rate derivatives for the fractional Cox-Ingersoll-Ross model (Q6597649) (← links)