Zhiqiang Zhang, Dan A. Ralescu, Weiqi Liu. Valuation of interest rate ceiling and floor in uncertain financial market. FO & DM, 15(2):139-154, 2016. [doi]
@article{ZhangRL16,
title = {Valuation of interest rate ceiling and floor in uncertain financial market},
author = {Zhiqiang Zhang and Dan A. Ralescu and Weiqi Liu},
year = {2016},
doi = {10.1007/s10700-015-9223-7},
url = {http://dx.doi.org/10.1007/s10700-015-9223-7},
researchr = {https://researchr.org/publication/ZhangRL16},
cites = {0},
citedby = {0},
journal = {FO & DM},
volume = {15},
number = {2},
pages = {139-154},
}