An adaptive splitting method for the Cox-Ingersoll-Ross process

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Publication year
2023
Author(s)
Kelly, Conall
Lord, Gabriel J.
Source
Applied Numerical Mathematics, 186, (2023), pp. 252-273
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Publication type
Article / Letter to editor
Please use this identifier to cite or link to this item: https://hdl.handle.net/2066/290570   https://hdl.handle.net/2066/290570
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