Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (Q273787)
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scientific article; zbMATH DE number 6572337
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| English | Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model |
scientific article; zbMATH DE number 6572337 |
Statements
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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0.7960541844367981
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0.7594003677368164
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0.749417245388031
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0.7404795289039612
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