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The role of adaptivity in a numerical method for the Cox-In..:
Maulana, Heru
Maulana, H. 2022. The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model. PhD Thesis, University College Cork.. , 2022
Link:
http://hdl.handle.net/10468/13582
RT Journal T1 <Title>The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftunivcollcork:oai:cora.ucc.ie:10468_13582&Exemplar=1&LAN=DE A1 Maulana, Heru PB University College Cork YR 2022 K1 Cox–Ingersoll–Ross model K1 Adaptive timestepping K1 Explicit Euler–Maruyama method K1 Strong convergence K1 Positivity JF Maulana, H. 2022. The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model. PhD Thesis, University College Cork. LK http://hdl.handle.net/10468/13582 DO http://hdl.handle.net/10468/13582 SF ELIB - SuUB Bremen
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