Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries


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Author / Producer

Date

2015

Publication Type

Other Conference Item

ETH Bibliography

yes

Citations

Altmetric
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Data

Rights / License

Publication status

unpublished

External links

Editor

Book title

Journal / series

Volume

Pages / Article No.

Publisher

ICIAM

Event

ICIAM 2015

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Organisational unit

03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former) check_circle

Notes

Conference lecture on 8 August 2015.

Funding

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