Strong convergence rate of implicit Euler scheme to a CIR model with delay
| Autor: | Tan, Li, Wang, Shengrong, Luo, Liangqing |
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| Zdroj: | In Applied Numerical Mathematics August 2023 190:15-26 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Tan, Li, Wang, Shengrong, Luo, Liangqing |
|---|---|
| Zdroj: | In Applied Numerical Mathematics August 2023 190:15-26 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect