Title of article :
On weak approximations of CIR equation with high volatility Original Research Article
Author/Authors :
Vigirdas Mackevi?ius، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Pages :
12
From page :
959
To page :
970
Keywords :
CIR equation , simulation , Weak approximation , Split-step scheme
Journal title :
Mathematics and Computers in Simulation
Serial Year :
2009
Journal title :
Mathematics and Computers in Simulation
Record number :
854881
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=854881
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