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                                       Details for article 31 of 35 found articles
 
 
  Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process
 
 
Title: Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process
Author: Alfonsi, Aurélien
Appeared in: Statistics & probability letters
Paging: Volume 83 (2013) nr. 2 pages 6 p.
Year: 2013
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 31 of 35 found articles
 
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