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Euler–Maruyama Approximations of a Delayed CIR-Type Interest Rate Model with Non-Lipschitz Diffusion Factor

Emmanuel Coffie

Applied Mathematical Finance2025https://doi.org/10.1080/1350486x.2026.2620082article
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https://doi.org/https://doi.org/10.1080/1350486x.2026.2620082

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@article{emmanuel2025,
  title        = {{Euler–Maruyama Approximations of a Delayed CIR-Type Interest Rate Model with Non-Lipschitz Diffusion Factor}},
  author       = {Emmanuel Coffie},
  journal      = {Applied Mathematical Finance},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1080/1350486x.2026.2620082},
}

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Euler–Maruyama Approximations of a Delayed CIR-Type Interest Rate Model with Non-Lipschitz Diffusion Factor

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