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Modern Stochastics: Theory and Applications


Cited by 2
On backward Kolmogorov equation related to CIR process

Second-Order Weak Approximations of CKLS and CEV Processes by Discrete Random Variables
Gytenis Lileika, Vigirdas Mackevičius
https://doi.org/10.3390/math9121337
Journal:  Mathematics Volume 9, Issue 12 (2021), p. 1337
Weak approximation of CKLS and CEV processes by discrete random variables
Gytenis Lileika, Vigirdas Mackevičius
https://doi.org/10.1007/s10986-020-09474-w
Journal:  Lithuanian Mathematical Journal Volume 60, Issue 2 (2020), p. 208


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