Approximating Explicitly the Mean-Reverting CEV Process

Table 1

98% error and step size of fully implicit SD, HAL, ALF, BIM, and BMM scheme for (2) with .

Step	SD	Rate	HAL	Rate	ALF	Rate	BIM	Rate	BMM	Rate
		—		—		—		—		−
					0.014600	0.2099	0.024998	0.1719	0.025292	0.2077