Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries
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Author
Date
2015Type
- Other Conference Item
ETH Bibliography
yes
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Publication status
unpublishedPublisher
ICIAMEvent
Organisational unit
03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)
Related publications and datasets
Is new version of: http://hdl.handle.net/20.500.11850/95769
Notes
Conference lecture on 8 August 2015.More
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ETH Bibliography
yes
Altmetrics