Mean-reverting schemes for solving the CIR model

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

ISSN: 0377-0427

Year of publication: 2023

Volume: 434

Type: Article

DOI: 10.1016/J.CAM.2023.115354 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus