Language : English
甘四清

Journal Publications

First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps

Journal:Numerical Algorithms

Co-author:Liu Jing

First Author:Lei Ziyi

Correspondence Author:Gan Siqing

Discipline:Natural Science

First-Level Discipline:Mathematics

Document Type:J

Translation or Not:no

Included Journals:SCI