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
Sun, Yiyao
Yao, Kai
Fu, Zongfei
Funding for this research was provided by:
National Natural Science Foundation of China (61403360, 61374082)
Special Funds for Science and Education Fusion of University of Chinese Academy of Sciences
License valid from 2016-09-13