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Matrix Theory and AlgorithmsAdvanced Numerical Methods in Computational MathematicsIterative Methods for Nonlinear Equations

Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model

Yiyi Tang

2026.1.1Journal of Computational Finance

DOI: 10.21314/jcf.2026.002

Abstract

Abstract is not available.

Citation format

TANG, Yiyi. Strong order-one-half convergence of the projected euler–maruyama method for the cox–ingersoll–ross model. Journal of Computational Finance, 2026.