Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption
Crossref DOI link: https://doi.org/10.1007/s10700-022-09399-8
Published Online: 2022-08-31
Published Print: 2023-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yang, Xiangfeng
Ke, Hua http://orcid.org/0000-0001-7206-1994
Text and Data Mining valid from 2022-08-31
Version of Record valid from 2022-08-31
Article History
Accepted: 21 August 2022
First Online: 31 August 2022