Uncertain generalized mean reversion interest rate risk model with applications to financial instruments

No abstract is available for this paper.

• Publication year

  2024

• Venue

  Journal of Industrial and Management Optimization

• Publication date

  Unknown publication date

• Fields of study

  Not labeled

• Identifiers
  DOI 10.3934/jimo.2024195
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• A modified uncertain maximum likelihood estimation with applications in uncertain statistics

  2023cited by this paper
• Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption

  2022cited by this paper
• Residual analysis and parameter estimation of uncertain differential equations

  2022cited by this paper
• A New Uncertain Interest Rate Model with Application to Hibor

  2022cited by this paper
• Uncertain hypothesis test for uncertain differential equations

  2022cited by this paper
• Barrier option pricing formulas of an uncertain stock model

  2020cited by this paper
• Valuing currency swap contracts in uncertain financial market

  2019cited by this paper
• An uncertain currency model with floating interest rates

  2017cited by this paper
• A mean-reverting currency model in an uncertain environment

  2016cited by this paper
• Uncertain Currency Model and Currency Option Pricing

  2015cited by this paper
• Asian Option Pricing Formula for Uncertain Financial Market

  2015cited by this paper
• An interest rate model in uncertain environment

  2015cited by this paper
• Valuation of interest rate ceiling and floor in uncertain financial market

  2015cited by this paper
• Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks

  2014cited by this paper
• Extreme values and integral of solution of uncertain differential equation

  2013cited by this paper
• Uncertain term structure model of interest rate

  2013cited by this paper
• Existence and uniqueness theorem for uncertain differential equations

  2010cited by this paper
• Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

  2009cited by this paper
• A YIELD-FACTOR MODEL OF INTEREST RATES

  1996cited by this paper
• Parsimonious modeling of yield curves

  1987cited by this paper
• AN INTERTEMPORAL GENERAL EQUILIBRIUM MODEL OF ASSET PRICES

  1985cited by this paper
• The Pricing of Options and Corporate Liabilities

  1973cited by this paper

• Uncertain finance: a systematic review of recent advances

  2025influential citation
• An Interest Rate Model for Uncertain-Stochastic Financial Markets

  2025cites this paper