Valuation of interest rate ceiling and floor in uncertain financial market

DOI10.1007/s10700-015-9223-7zbMath1429.91334OpenAlexW774935708MaRDI QIDQ1794827

Weiqi Liu, Dan A. Ralescu, Zhi-Qiang Zhang

Publication date: 16 October 2018

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-015-9223-7

zbMATH Keywords

interest ratefinanceuncertainty theoryuncertain differential equation

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Stochastic analysis (60H99)

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Cites Work

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• Uncertain stock model with periodic dividends
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