"On arbitrarily slow convergence rates for strong numerical approximations ..."

Mario Hefter, Arnulf Jentzen (2019)

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DOI: 10.1007/S00780-018-0375-5

access: closed

type: Journal Article

metadata version: 2021-10-14

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Mario Hefter, Arnulf Jentzen:
On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes. Finance Stochastics 23(1): 139-172 (2019)

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