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

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Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (2010, unknown): “Whereas the references [12, 14, 25, 34–36] deal with a priori moment bounds of the form (12) for implicit methods, references for explicit methods are infrequent.”
An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (2012, background): “This property is crucial to control the error propagation of drift-implicit Euler schemes, see [20, 21].”
The truncated Euler-Maruyama method for stochastic differential equations (2015, methodology): “Implicit methods have therefore naturally been used to study the numerical solutions to SDEs without the linear growth condition recently, for example, in [23, 33, 34].”
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment, and stability (2019, methodology): “More details on the implicit methods can be found in Kloeden & Platen (1992), Saito & Mitsui (1993), Hu (1996), Milstein et al. (1998), Burrage & Tian (2002), Appleby et al. (2010) and Szpruch et al. (2011).”