An interest rate model in uncertain environment
Abstract
Interest rate is an important economic indicator which plays a crucial role in the financial market. Based on the interest rate, the price of the zero-coupon bond is another important indicator to measure the economic level. Therefore, the study on the price of the zero-coupon bonds with different maturity dates is a fundamental issue in economics. This paper regards the interest rate as an uncertain process and prices the zero-coupon bond...
Paper Details
Title
An interest rate model in uncertain environment
Published Date
May 6, 2014
Journal
Volume
19
Issue
3
Pages
775 - 780
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