On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps

Yuying Zhao, Xiaojie Wang, Mengchao Wang. On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps. Numerical Algorithms, 87(3):1321-1341, 2021. [doi]

Abstract

Abstract is missing.