Pages that link to "Item:Q2786430"

The following pages link to Uniform approximation of the Cox-Ingersoll-Ross process (Q2786430):

Displaying 7 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)
• Generalisation of fractional Cox-Ingersoll-Ross process (Q2674613) (← links)
• Uniform approximation of the Cox–Ingersoll–Ross process via exact simulation at random times (Q2963686) (← links)
• Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← 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)