Global ETD Search
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Showing 1 to 2 of 2 for “"CKLS ; CIR ; Split-step ; weak approximations"”.
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CKLS modelio silpnosios aproksimacijos diskrečiaisiais atsitiktiniais dydžiais /
… research was to construct simple and effective weak approximations for the solution of the CKLS (Chan–Karolyi–Longstaff–Sanders) model that would use only generation of discrete random variables at each approximation step. CKLS model was introduced in 1992 and is widely used for modeling …
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Weak approximations of CKLS model by discrete random variables /
… research was to construct simple and effective weak approximations for the solution of the CKLS (Chan–Karolyi–Longstaff–Sanders) model that would use only generation of discrete random variables at each approximation step. CKLS model was introduced in 1992 and is widely used for modeling …