Second-Order Weak Approximations of CKLS and CEV Processes by Discrete Random Variables
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- Vigirdas Mackevičius & Gabrielė Mongirdaitė, 2022. "Weak Approximations of the Wright–Fisher Process," Mathematics, MDPI, vol. 10(1), pages 1-20, January.
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Keywords
weak approximations; second-order; split-step; CKLS; CEV;All these keywords.
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