On arbitrarily slow convergence rates for strong numerical approximations of Cox–Ingersoll–Ross processes and squared Bessel processes
Crossref DOI link: https://doi.org/10.1007/s00780-018-0375-5
Published Online: 2018-10-22
Published Print: 2019-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hefter, Mario
Jentzen, Arnulf
Text and Data Mining valid from 2018-10-22
Article History
Received: 6 November 2017
Accepted: 4 June 2018
First Online: 22 October 2018