Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140): Difference between revisions
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scientific article
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English | Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation |
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Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (English)
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10 August 2022
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stochastic interest rate model
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Poisson jumps
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EM method
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convergence in probability
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