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"First order strong approximation of Ait-Sahalia-type interest rate model ..."

Ziyi Lei, Siqing Gan, Jing Liu (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-11-02

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2110-15482
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2110-15482
Ziyi Lei, Siqing Gan, Jing Liu:
First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps. CoRR abs/2110.15482 (2021)

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