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

Ziyi Lei, Siqing Gan, Jing Liu (2023)

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DOI: 10.1007/S11075-022-01494-6

access: closed

type: Journal Article

metadata version: 2023-08-31

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Ziyi Lei, Siqing Gan, Jing Liu:
First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps. Numer. Algorithms 94(1): 93-130 (2023)

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