Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (Q273787): Difference between revisions
From MaRDI portal
Revision as of 19:55, 11 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model |
scientific article |
Statements
Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (English)
0 references
22 April 2016
0 references
Ait-Sahalia model
0 references
tail probabilities
0 references
Malliavin calculus
0 references