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An Interest Rate Model for Uncertain-Stochastic Financial Markets

Over the past decades, financial markets have increasingly exhibited features of both randomness and uncertainty, creating challenges for interest rate models that rely solely on stochastic or uncertain processes. These models often fail to adequately capture the dual nature of indeterminacy, limi...

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Auteurs principaux: Justin Chirima, Frank Ranganai Matenda, Tlou Lazarus Kubjana, Hopolang Phillip Mashele
Format: Artigo
Langue:Inglês
Publié: Financial University 2025-10-01
Collection:Review of Business and Economics Studies
Sujets:
indeterminacy
randomness
uncertainty
interest rate model
zero-coupon bond pricing
probability theory
uncertainty theory
chance theory
uncertain stochastic financial markets
uncertain random processes
uncertain stochastic differential equations
Accès en ligne:https://rbes.fa.ru/jour/article/view/1029/279
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