Interest Rate Modelling in the Presence of Discontinuities and its Sensitivities
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01. Juli 2021
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Online veröffentlicht: 01. Juli 2021
Seitenbereich: 9 - 15
Eingereicht: 23. Dez. 2020
Akzeptiert: 15. Apr. 2021
DOI: https://doi.org/10.2478/ast-2021-0002
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© 2021 Adaobi M. Udoye et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
Udoye, Adaobi M.
Department of Mathematics, Faculty of Science, Federal University Oye-EkitiEkiti, Nigeria
Ogbaji, Eka O.
Department of Mathematics and Statistics, Faculty of Pure and Applied Sciences, Federal University WukariTaraba, Nigeria
Akinola, Lukman S.
Department of Mathematics, Faculty of Science, Federal University Oye-EkitiEkiti, Nigeria
Annorzie, Maurice N.
Department of Mathematics, Faculty of Physical Sciences, Imo State UniversityOwerri, Nigeria