Convergence of a exponential tamed method for a general interest rate model (Q6131567)
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scientific article; zbMATH DE number 7834046
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| English | Convergence of a exponential tamed method for a general interest rate model |
scientific article; zbMATH DE number 7834046 |
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Convergence of a exponential tamed method for a general interest rate model (English)
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18 April 2024
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ait-Sahalia model
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exponential tamed method
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Lamperti transformation
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splitting methods
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strong convergence rate
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0.7833237051963806
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0.7799249291419983
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0.7719891667366028
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0.7682865262031555
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