Crossmark

Interest rate model in uncertain environment based on exponential Ornstein–Uhlenbeck equation

Crossref DOI link: https://doi.org/10.1007/s00500-016-2337-1

Published Online: 2016-09-13

Published Print: 2018-01

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Sun, Yiyao

Yao, Kai

Fu, Zongfei
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (61403360)

National Natural Science Foundation of China (61374082)

Special Funds for Science and Education Fusion of University of Chinese Academy of Sciences
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License valid from 2016-09-13