"Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model."

Long Teng, Matthias Ehrhardt, Michael Günther (2013)

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DOI: 10.1080/00207160.2012.749348

access: closed

type: Journal Article

metadata version: 2024-05-07

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Long Teng, Matthias Ehrhardt, Michael Günther:
Numerical evaluation of complex logarithms in the Cox-Ingersoll-Ross model. Int. J. Comput. Math. 90(5): 1083-1095 (2013)

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