Pages that link to "Item:Q273787"
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The following pages link to Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (Q273787):
Displaying 8 items.
- Tail estimates for exponential functionals and applications to SDEs (Q1630664) (← links)
- Distribution of the integral of maximum processes and applications (Q1633562) (← 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)
- Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224) (← links)
- Generalizations of Ho-Lee's binomial interest rate model II: randomization (Q5141710) (← links)
- Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)
- Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay (Q6596382) (← links)
