Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model

✍ Scribed by Lukasz Szpruch; Xuerong Mao; Desmond J. Higham; Jiazhu Pan

• Publisher: Springer Netherlands
• Year: 2010
• Tongue: English
• Weight: 647 KB
• Volume: 51
• Category: Article
• ISSN: 0006-3835
• DOI: 10.1007/s10543-010-0288-y