Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation (Q1797745): Difference between revisions
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Revision as of 09:46, 26 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation |
scientific article |
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Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation (English)
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22 October 2018
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uncertainty theory
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uncertain differential equation
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interest rate model
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pricing formulas
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