Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739): Difference between revisions
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Latest revision as of 04:45, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making |
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Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (English)
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27 February 2018
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catastrophe bonds
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stochastic processes
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Monte-Carlo simulations
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Vasicek model
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automated decision making
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fuzzy numbers
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