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