No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate
Year of publication: |
June 2017
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Authors: | Ji, Xiaoyu ; Ke, Hua |
Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 16.2017, 2, p. 221-234
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Subject: | Finance | Stock model | No-arbitrage principle | Uncertain differential equation | Theorie | Theory | Zinsstruktur | Yield curve | Zins | Interest rate | CAPM |
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