First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps (Q6133889)
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scientific article; zbMATH DE number 7730423
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| English | First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps |
scientific article; zbMATH DE number 7730423 |
Statements
First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps (English)
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21 August 2023
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Ait-Sahalia-type interest rate model
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Poisson jumps
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transformed jump-adapted backward Euler method
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strong convergence rate
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