Pages that link to "Item:Q2163140"
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The following pages link to Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140):
Displaying 7 items.
- On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
- Positivity preserving stochastic \(\theta\)-methods for selected SDEs (Q2058409) (← links)
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)
- Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)