Implicit Milstein schemes: preservation of properties when solving the CIR equation (Q6610851)
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scientific article; zbMATH DE number 7918894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit Milstein schemes: preservation of properties when solving the CIR equation |
scientific article; zbMATH DE number 7918894 |
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Implicit Milstein schemes: preservation of properties when solving the CIR equation (English)
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26 September 2024
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