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

@article{yiyi2026,
  title        = {{Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model}},
  author       = {Yiyi Tang},
  journal      = {Journal of Computational Finance},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.21314/jcf.2026.002},
}

TY  - JOUR
TI  - Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model
AU  - Tang, Yiyi
JO  - Journal of Computational Finance
PY  - 2026
ER  -

Yiyi Tang (2026). Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model. *Journal of Computational Finance*. https://doi.org/https://doi.org/10.21314/jcf.2026.002

Yiyi Tang. "Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model." *Journal of Computational Finance* (2026). https://doi.org/https://doi.org/10.21314/jcf.2026.002.

Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model
Yiyi Tang · Journal of Computational Finance · 2026
https://doi.org/https://doi.org/10.21314/jcf.2026.002