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An Euler-type method for the strong approximation of the Cox—Ingersoll—Ross process
Steffen Dereich, Andreas Neuenkirch and Lukasz SzpruchVolume:
468
Language:
english
Journal:
Proceedings: Mathematical, Physical and Engineering Sciences
DOI:
10.2307/41511052
Date:
April, 2012
File:
PDF, 835 KB
english, 2012