Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption (Q6082431)
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scientific article; zbMATH DE number 7772181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption |
scientific article; zbMATH DE number 7772181 |
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Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption (English)
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29 November 2023
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uncertainty theory
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uncertain differential equation
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uncertain interest rate model
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American swaption
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