"Preservation of structural properties of the CIR model by θ-Milstein ..."

Samir Llamazares-Elías, Angel Tocino (2025)

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DOI: 10.1515/MCMA-2025-2009

access: closed

type: Journal Article

metadata version: 2025-08-05

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Samir Llamazares-Elías, Angel Tocino:
Preservation of structural properties of the CIR model by θ-Milstein schemes. Monte Carlo Methods Appl. 31(2): 163-171 (2025)

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