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The Cox–Ingersoll–Ross model with delay and strong convergence of its Euler–Maruyama approximate solutions
Fuke Wu, Xuerong Mao, Kan ChenVolume:
59
Year:
2009
Language:
english
Pages:
18
DOI:
10.1016/j.apnum.2009.03.004
File:
PDF, 271 KB
english, 2009