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Strong order 1/2 convergence of full truncation Euler approximations to the Cox-Ingersoll-Ross process. (arXiv:1704.07321v1 [q-fin.CP])
Showing live article 2472 of 4135 in channel 73226776
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Language: English
Channel Number: 73226776
Article Number: 2472
Date: April 24, 2017, 5:48 pm
URL: http://www.moneyscience.com/pg/newsfeeds/moneyscience/item/785717/strong-order-12-convergence-of-full-truncation-euler-approximations-to-the-coxingersollross-process-arxiv170407321v1-qfincp
GUID: http://www.moneyscience.com/pg/newsfeeds/moneyscience/item/785717/strong-order-12-convergence-of-full-truncation-euler-approximations-to-the-coxingersollross-process-arxiv170407321v1-qfincp
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