Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs

Mireille Bossy, Hector Olivero Quinteros

In this paper we study the rate of convergence of a symmetrized version of the Milstein scheme applied to the solution of the one dimensional SDE $$X_t = x_0 + \int_{0}^t{b(X_s)ds}…