Uncertain term structure model of interest rate
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Publication:1955463
DOI10.1007/s00500-012-0927-0zbMath1264.91128OpenAlexW2021171753MaRDI QIDQ1955463
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
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Cites Work
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- The Pricing of Options and Corporate Liabilities
- Existence and uniqueness theorem for uncertain differential equations
- The pricing of the American option
- Uncertain calculus with renewal process
- Theory and practice of uncertain programming.
- An Intertemporal General Equilibrium Model of Asset Prices
- An equilibrium characterization of the term structure
- Pricing Interest-Rate-Derivative Securities
- Uncertainty theory
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