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An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process - MaRDI portal

An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (Q5345939)

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scientific article; zbMATH DE number 6726809
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English
An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process
scientific article; zbMATH DE number 6726809

    Statements

    title
    An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (English)
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    author
    Steffen Dereich
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    Andreas Neuenkirch
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    Lukasz Szpruch
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    publication date
    7 June 2017
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    cites work

    Identifiers

    zbMATH DE Number
    6726809
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    OpenAlex ID
    W2115906242
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