Convergence of the Euler–Maruyama method for CIR model with Markovian switching

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发表刊物:Mathematics and Computers in Simulation

合写作者:Xinghu Jin,Tiandao Zhou

第一作者:Zhengzhong Zhang

论文类型:期刊论文

通讯作者:Jinying Tong

卷号:177

页面范围:192–210

是否译文:否

发表时间:2020-05-01

收录刊物:SCI

发布期刊链接:https://doi.org/10.1016/j.matcom.2020.04.013