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MR2553159 91G60 (60H10 65C30)
Wu, Fuke; Mao, Xuerong; Chen, Kan The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions. Appl. Numer. Math. 59 (2009), no. 10, 2641–2658.
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