Pages that link to "Item:Q2270458"
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The following pages link to On weak approximations of CIR equation with high volatility (Q2270458):
Displaying 6 items.
- Weak approximation of CIR equation by discrete random variables (Q392777) (← links)
- Weak approximation of CKLS and CEV processes by discrete random variables (Q779824) (← links)
- On weak approximations of \((a, b)\)-invariant diffusions (Q870432) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- Weak approximation of Heston model by discrete random variables (Q2228636) (← links)
- Verhulst versus CIR (Q2355529) (← links)