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

Yuying Zhao, Xiaojie Wang, Mengchao Wang (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2024-02-03

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2002-09203
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2002-09203
Yuying Zhao, Xiaojie Wang, Mengchao Wang:
On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps. CoRR abs/2002.09203 (2020)

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