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]
@article{ZhaoWW21-1,
title = {On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps},
author = {Yuying Zhao and Xiaojie Wang and Mengchao Wang},
year = {2021},
doi = {10.1007/s11075-020-01009-1},
url = {https://doi.org/10.1007/s11075-020-01009-1},
researchr = {https://researchr.org/publication/ZhaoWW21-1},
cites = {0},
citedby = {0},
journal = {Numerical Algorithms},
volume = {87},
number = {3},
pages = {1321-1341},
}