Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation |
scientific article |
Statements
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (English)
0 references
10 August 2022
0 references
stochastic interest rate model
0 references
Poisson jumps
0 references
EM method
0 references
convergence in probability
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
