A nonlinear non-probabilistic spot interest rate model

DOI10.1098/rsta.1999.0420zbMath0935.91018OpenAlexW2060590342MaRDI QIDQ4719411

Paul Wilmott, David Epstein

Publication date: 4 January 2000

Published in: Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rsta.1999.0420

zbMATH Keywords

uncertaintynon-probabilistic modelshort-term interest ratefixed income

Mathematics Subject Classification ID

Related Items (1)

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