Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation
type: Item
instance of: scholarly article
title: Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation
zbMATH Open document ID: 1398.91632
author: Yiyao Sun
author: Kai Yao
author: Zongfei Fu
published in: Soft Computing
publication date: 2018-10-22T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6960067
zbMATH Keywords: uncertainty theory
zbMATH Keywords: uncertain differential equation
zbMATH Keywords: interest rate model
zbMATH Keywords: pricing formulas
MaRDI profile type: Publication
full work available at URL: s00500-016-2337-1
OpenAlex ID: W2519107433
Wikidata QID: Q115606564
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DOI: 10.1007/S00500-016-2337-1
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description: scientific article; zbMATH DE number 6960067