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An Uncertain Exponential Ornstein–Uhlenbeck Interest Rate M..:
Mehrdoust, Farshid
;
Najafi, Ali Reza
Bulletin of the Iranian Mathematical Society. 46 (2019) 5 - p. 1405-1420 , 2019
Link:
https://doi.org/10.1007/s41980-019-00332-1
RT Journal T1 <Title>An Uncertain Exponential Ornstein–Uhlenbeck Interest Rate Model with Uncertain CIR Volatility</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s41980-019-00332-1&Exemplar=1&LAN=DE A1 Mehrdoust, Farshid A1 Najafi, Ali Reza PB Springer Science and Business Media LLC YR 2019 SN 1017-060X SN 1735-8515 JF Bulletin of the Iranian Mathematical Society VO 46 IS 5 SP 1405 OP 1420 LK http://dx.doi.org/https://doi.org/10.1007/s41980-019-00332-1 DO https://doi.org/10.1007/s41980-019-00332-1 SF ELIB - SuUB Bremen
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