Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (Q273787): Difference between revisions
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Revision as of 16:28, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model |
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Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (English)
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22 April 2016
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Ait-Sahalia model
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tail probabilities
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Malliavin calculus
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