Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process (Q5857310)
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scientific article; zbMATH DE number 7330022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process |
scientific article; zbMATH DE number 7330022 |
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Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process (English)
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31 March 2021
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Cox-Ingersoll-Ross process
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explicit full truncation Euler scheme
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strong convergence order
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