On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes

Mario Hefter, Arnulf Jentzen. On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes. Finance and Stochastics, 23(1):139-172, 2019. [doi]

Abstract

Abstract is missing.