collaborators

1 paper

math.NA2020

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

Yuying Zhao, Xiaojie Wang, Mengchao Wang

This article aims to reveal the mean-square convergence rate of the backward Euler method (BEM) for a generalized Ait-Sahaliz interest rate model with Poisson jumps. The main diffi…