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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書誌詳細

主要な著者:	Justin Chirima, Frank Ranganai Matenda, Tlou Lazarus Kubjana, Hopolang Phillip Mashele
フォーマット:	Artigo
言語:	Inglês
出版事項:	Financial University 2025-10-01
シリーズ:	Review of Business and Economics Studies
主題:	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
オンライン･アクセス:	https://rbes.fa.ru/jour/article/view/1029/279
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