Pages that link to "Item:Q727912"
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The following pages link to Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (Q727912):
Displaying 7 items.
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
- Exponential moments for numerical approximations of stochastic partial differential equations (Q2315123) (← links)
- Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
- (Q5080606) (← links)
- Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489) (← links)
- Sharp convex generalizations of stochastic Gronwall inequalities (Q6124485) (← links)
