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"The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model."
Cónall Kelly, Gabriel J. Lord, Heru Maulana (2022)
- Cónall Kelly, Gabriel J. Lord, Heru Maulana:
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model. J. Comput. Appl. Math. 410: 114208 (2022)
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