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Cortés, J.; Romero, J.; Sánchez Sánchez, A.; Villanueva Micó, RJ. (2015). Modelling 1-month euribor interest rate by using differential equations with uncertainty. Applied Mathematical and Computational Sciences. 7(3):37-50. http://hdl.handle.net/10251/70015
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Título: | Modelling 1-month euribor interest rate by using differential equations with uncertainty | |
Autor: | Romero, J.-V. Sánchez Sánchez, A. | |
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[EN] This paper deals with modelling interest rate using continuous models with uncertainty based on Itô-type stochastic differential equations. It is provided an analysis of theoretical aspects that involves the so-called ...[+]
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Derechos de uso: | Reserva de todos los derechos | |
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Versión del editor: | http://www.mililink.com/issue_content.php?id=60&iId=291&vol=7&is=3&mon=November&yer=2015&pg=37-50 | |
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