Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model. - Cónall Kelly; Gabriel J. Lord; Heru Maulana (CoRR, 2020)

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