Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay
type: Item
instance of: scholarly article
title: Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay
zbMATH Open document ID: 1545.91324
DOI: 10.1080/15326349.2024.2305344
author: Emmanuel Coffie
published in: Stochastic Models
publication date: 2024-09-02T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 7904966
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7904966