On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps
نویسندگان
چکیده
منابع مشابه
Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs with Poisson Jumps
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ژورنال
عنوان ژورنال: Numerical Algorithms
سال: 2020
ISSN: 1017-1398,1572-9265
DOI: 10.1007/s11075-020-01009-1