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"High order approximations of the Cox-Ingersoll-Ross process semigroup ..."

Aurélien Alfonsi, Edoardo Lombardo (2022)

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DOI: 10.48550/ARXIV.2209.13334

access: open

type: Informal or Other Publication

metadata version: 2022-10-06

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  - journals/corr/abs-2209-13334
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  - https://dblp.org/rec/journals/corr/abs-2209-13334
Aurélien Alfonsi, Edoardo Lombardo:
High order approximations of the Cox-Ingersoll-Ross process semigroup using random grids. CoRR abs/2209.13334 (2022)

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