Pages that link to "Item:Q6175251"
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The following pages link to Mean-reverting schemes for solving the CIR model (Q6175251):
Displaying 6 items.
- A new numerical scheme for the CIR process (Q500385) (← links)
- Constructing positivity preserving numerical schemes for the two-factor CIR model (Q898655) (← links)
- On weak approximations of CIR equation with high volatility (Q2270458) (← links)
- Verhulst versus CIR (Q2355529) (← links)
- Numerical evaluation of complex logarithms in the Cox–Ingersoll–Ross model (Q2855741) (← links)
- Implicit Milstein schemes: preservation of properties when solving the CIR equation (Q6610851) (← links)