Estimating a term structure of interest rates for fuzzy financial pricing by using fuzzy regression methods.

DOI10.1016/S0165-0114(02)00373-1zbMath1151.91555MaRDI QIDQ1413857

Antonio Tercenño Gómez, Jorge de Andrés-Sánchez

Publication date: 17 November 2003

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-0114(02)00373-1

zbMATH Keywords

Economics; Finance; Fuzzy regression; Temporal structure of interest rates

Mathematics Subject Classification ID

62J02: General nonlinear regression

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Cites Work

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• Fuzzy Financial Pricing of Property-Liability Insurance
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