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]

Authors

Yuying Zhao

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Xiaojie Wang

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Mengchao Wang

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