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"The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model."

Cónall Kelly, Gabriel J. Lord, Heru Maulana (2022)

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DOI: 10.1016/J.CAM.2022.114208

access: open

type: Journal Article

metadata version: 2022-05-18

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Cónall Kelly, Gabriel J. Lord, Heru Maulana:
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model. J. Comput. Appl. Math. 410: 114208 (2022)

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