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"First order strong approximation of Ait-Sahalia-type interest rate model ..."
Ziyi Lei, Siqing Gan, Jing Liu (2021)
- 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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