Convergence of the Euler-Maruyama method for CIR model with Markovian switching
type: Item
instance of: scholarly article
title: Convergence of the Euler-Maruyama method for CIR model with Markovian switching
author: Tiandao Zhou
author: Xinghu Jin
author: Jinying Tong
author: Zhen Zhong Zhang
published in: Mathematics and Computers in Simulation
publication date: 2021-03-06T00:00:00Z
Mathematics Subject Classification ID: 92Dxx
Mathematics Subject Classification ID: 91Bxx
Mathematics Subject Classification ID: 60Kxx
Mathematics Subject Classification ID: 60-XX
zbMATH DE Number: 7318095
zbMATH Keywords: Markovian switching
zbMATH Keywords: Hölder continuous
zbMATH Keywords: rate of convergence
zbMATH Keywords: parameter estimation
zbMATH Keywords: quadratic variation
MaRDI profile type: Publication
full work available at URL: j.matcom.2020.04.013
OpenAlex ID: W3018192452
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DOI: 10.1016/J.MATCOM.2020.04.013
description: scientific article; zbMATH DE number 7318095