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"On the backward Euler method for a generalized Ait-Sahalia-type rate model ..."

Yuying Zhao, Xiaojie Wang, Mengchao Wang (2021)

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DOI: 10.1007/S11075-020-01009-1

access: closed

type: Journal Article

metadata version: 2023-07-04

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Yuying Zhao, Xiaojie Wang, Mengchao Wang:
On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps. Numer. Algorithms 87(3): 1321-1341 (2021)

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