https://en.wikipedia.org/wiki/Cox%E2%80%93Ingersoll%E2%80%93Ross_model
In this article the Cox–Ingersoll–Ross is given. I want to design a simulation scheme for this process. A continuous SDE can be discretized is also given in the article. However I want to use another approach and design a Log Euler Simulation for the CIR process.
So for a set of given parameter how do I construct a Log Euler simulation scheme for the CIR model?
