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The role of adaptivity in a numerical method for the Cox–In..:
Kelly, Cónall
;
Lord, Gabriel
;
Maulana, Heru
Journal of Computational and Applied Mathematics. 410 (2022) - p. 114208 , 2022
Link:
https://doi.org/10.1016/j.cam.2022.114208
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=cr-10.1016_j.cam.2022.114208&Exemplar=1&LAN=DE A1 Kelly, Cónall A1 Lord, Gabriel A1 Maulana, Heru PB Elsevier BV YR 2022 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 410 SP 114208 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2022.114208 DO https://doi.org/10.1016/j.cam.2022.114208 SF ELIB - SuUB Bremen
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