Mean-reverting schemes for solving the CIR model

  1. Llamazares-Elias, S.
  2. Tocino, A.
Aldizkaria:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Argitalpen urtea: 2023

Alea: 434

Mota: Artikulua

DOI: 10.1016/J.CAM.2023.115354 GOOGLE SCHOLAR lock_openSarbide irekia editor