Mean-reverting stock model with floating interest rate in uncertain environment
Crossref DOI link: https://doi.org/10.1007/s10700-016-9247-7
Published Online: 2016-05-17
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sun, Yiyao
Su, Taoyong
Funding for this research was provided by:
National Natural Science Foundation of China (61403360, 71402121)
Humanities and Social Science Foundation of the Ministry of Education of China (10YJC63021)
Text and Data Mining valid from 2016-05-17