Mean-reverting schemes for solving the CIR model (Q6175251)
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scientific article; zbMATH DE number 7715691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-reverting schemes for solving the CIR model |
scientific article; zbMATH DE number 7715691 |
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Mean-reverting schemes for solving the CIR model (English)
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21 July 2023
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stochastic differential equations
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CIR model
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mean-reverting
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stochastic numerical method
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