An adaptive splitting method for the Cox-Ingersoll-Ross process (Q6101788)
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scientific article; zbMATH DE number 7699041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive splitting method for the Cox-Ingersoll-Ross process |
scientific article; zbMATH DE number 7699041 |
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An adaptive splitting method for the Cox-Ingersoll-Ross process (English)
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20 June 2023
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Cox-Ingersoll-Ross model
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reflecting boundary
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splitting method
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adaptive mesh
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strong convergence
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soft zero
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