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Higham, D.J. and Mao, X. (2005) Convergence of Monte Carlo simulations involving the mean-reverting square root process. Journal of Computational Finance, 8 (3). pp. 35-61. ISSN 1460-1559
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Higham, D.J. and Mao, X. (2005) Convergence of Monte Carlo simulations involving the mean-reverting square root process. Journal of Computational Finance, 8 (3). pp. 35-61. ISSN 1460-1559