Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process
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Publication:5857310
DOI10.1093/imanum/dry067zbMath1461.91326arXiv1704.07321OpenAlexW2962717772WikidataQ129065711 ScholiaQ129065711MaRDI QIDQ5857310
Andrei Cozma, Christoph Reisinger
Publication date: 31 March 2021
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.07321
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