Weak approximation of CKLS and CEV processes by discrete random variables
type: Item
instance of: scholarly article
title: Weak approximation of CKLS and CEV processes by discrete random variables
zbMATH Open document ID: 1451.60078
author: Gytenis Lileika
author: Vigirdas Mackevičius
published in: Lithuanian Mathematical Journal
publication date: 2020-07-14T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7220243
zbMATH Keywords: CKLS
zbMATH Keywords: CEV
zbMATH Keywords: weak approximations
zbMATH Keywords: split-step approximations
MaRDI profile type: Publication
full work available at URL: s10986-020-09474-w
OpenAlex ID: W3006799607
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DOI: 10.1007/S10986-020-09474-W
description: scientific article; zbMATH DE number 7220243