Uncertain term structure model of interest rate

DOI10.1007/s00500-012-0927-0zbMath1264.91128MaRDI QIDQ1955463

Xiaowei Chen, Jinwu Gao

Publication date: 11 June 2013

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-012-0927-0

zbMATH Keywords

interest rate; finance; term structure; uncertainty theory

Mathematics Subject Classification ID

91G30: Interest rates, asset pricing, etc. (stochastic models)

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