@article{alfonsi:hal-00709202, TITLE = {{Strong convergence of some drift implicit Euler scheme. Application to the CIR process.}}, AUTHOR = {Alfonsi, Aur{\'e}lien}, URL = {https://enpc.hal.science/hal-00709202}, JOURNAL = {{Statistics and Probability Letters}}, PUBLISHER = {{Elsevier}}, VOLUME = {83}, NUMBER = {2}, PAGES = {602-607}, YEAR = {2013}, DOI = {10.1016/j.spl.2012.10.034}, KEYWORDS = {Discretization scheme ; Cox-Ingersoll-Ross model ; Strong error ; Lamperti transformation. ; Lamperti transformation}, PDF = {https://enpc.hal.science/hal-00709202/file/drift_implicit.pdf}, HAL_ID = {hal-00709202}, HAL_VERSION = {v1}, }