1 results
Uniform approximation of the Cox–Ingersoll–Ross process via exact simulation at random times
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 48 / Issue 4 / December 2016
- Published online by Cambridge University Press:
- 11 January 2017, pp. 1095-1116
- Print publication:
- December 2016
-
- Article
- Export citation