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Mean-Reverting Schemes for Solving the CIR Equation:
, In:
NODYCON Conference Proceedings Series; Advances in Nonlinear Dynamics, Volume I
,
Llamazares-Elias, Samir
;
Tocino, Angel
- p. 443-454 , 2024
Link:
https://doi.org/10.1007/978-3-031-50631-4_38
RT T1 <cTitle>NODYCON Conference Proceedings Series; Advances in Nonlinear Dynamics, Volume I</cTitle>: T1 <Title>Mean-Reverting Schemes for Solving the CIR Equation</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_978-3-031-50631-4_38&Exemplar=1&LAN=DE A1 Llamazares-Elias, Samir A1 Tocino, Angel PB Springer Nature Switzerland YR 2024 SP 443 OP 454 LK http://dx.doi.org/https://doi.org/10.1007/978-3-031-50631-4_38 DO https://doi.org/10.1007/978-3-031-50631-4_38 SF ELIB - SuUB Bremen
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