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

Ziyi Lei Siqing Gan Jing Liu

Published in: CoRR (2021)

Keyphrases

closed form
experimental data
mathematical model
computational model
probability distribution
theoretical framework
higher order
neural network model
objective function
management system
statistical model
data sets
knowledge representation
cost function
multi agent
multiscale
similarity measure