Weak approximation of CIR equation by discrete random variables
type: Item
instance of: scholarly article
title: Weak approximation of CIR equation by discrete random variables
zbMATH Open document ID: 1281.65014
author: Vigirdas Mackevičius
published in: Lithuanian Mathematical Journal
publication date: 2014-01-15T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 6245669
zbMATH Keywords: weak approximations
zbMATH Keywords: split-step approximations
zbMATH Keywords: numerical examples
zbMATH Keywords: Cox-Ingersoll-Ross equation
MaRDI profile type: Publication
full work available at URL: s10986-011-9134-4
OpenAlex ID: W1997496195
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DOI: 10.1007/S10986-011-9134-4
description: scientific article; zbMATH DE number 6245669