Pages that link to "Item:Q2035526"
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The following pages link to On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526):
Displaying 5 items.
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay (Q2199791) (← links)
- Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)
- Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay (Q6596382) (← links)