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"Mean-reverting schemes for solving the CIR model."

S. Llamazares Elías, Angel Tocino (2023)

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DOI: 10.1016/J.CAM.2023.115354

access: open

type: Journal Article

metadata version: 2023-09-12

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S. Llamazares Elías, Angel Tocino:
Mean-reverting schemes for solving the CIR model. J. Comput. Appl. Math. 434: 115354 (2023)

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