Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
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Publication:6306106
DOI10.1016/j.physa.2019.122057arXiv1809.00091WikidataQ127496833 ScholiaQ127496833MaRDI QIDQ6306106
Xuerong Mao, Chen Fei, Shounian Deng, Weiyin Fei
Publication date: 31 August 2018
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