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Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions - MaRDI portal

Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974)

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scientific article; zbMATH DE number 6707583
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Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions
scientific article; zbMATH DE number 6707583

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    Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (English)
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    25 April 2017
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    Ait-Sahalia-Rho model
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    boundedness
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    convergence in probability
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