Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140)
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scientific article; zbMATH DE number 7570049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation |
scientific article; zbMATH DE number 7570049 |
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Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (English)
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10 August 2022
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stochastic interest rate model
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Poisson jumps
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EM method
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convergence in probability
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0.92725396
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0.89722186
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0.8933681
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