research
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12/17/2021
An adaptive splitting method for the Cox-Ingersoll-Ross process
We propose a new splitting method for strong numerical solution of the C...
research
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02/24/2020
Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model
We introduce an adaptive Euler method for the approximate solution of th...
research
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08/31/2019