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• W2892350531 endingPage "122057" @default.
• W2892350531 startingPage "122057" @default.
• W2892350531 abstract "In this paper, we consider a generalized Ait-Sahalia interest rate model with Poisson jumps in finance. The analytical properties including positivity, boundedness and pathwise asymptotic estimations of the solution to this model are investigated. Moreover, we prove that the Euler–Maruyama (EM) numerical solution converges to the true solution of the model in probability. Finally, we apply the EM solution to compute some financial quantities. A numerical example is provided to demonstrate the effectiveness of our results." @default.
• W2892350531 created "2018-09-27" @default.
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• W2892350531 date "2019-11-01" @default.
• W2892350531 modified "2023-10-11" @default.
• W2892350531 title "Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation" @default.
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• W2892350531 doi "https://doi.org/10.1016/j.physa.2019.122057" @default.
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