A new numerical scheme for the CIR process (Q500385)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A new numerical scheme for the CIR process |
scientific article; zbMATH DE number 6488362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new numerical scheme for the CIR process |
scientific article; zbMATH DE number 6488362 |
Statements
A new numerical scheme for the CIR process (English)
0 references
2 October 2015
0 references
CIR process
0 references
explicit numerical scheme
0 references
positivity preservation
0 references
order of convergence
0 references
0 references
0 references
0 references
