Estimating a term structure of interest rates for fuzzy financial pricing by using fuzzy regression methods

Fuzzy Sets and Systems

Volumn 139, Issue 2, 2003, Pages 313-331

  De Andrés Sánchez, Jorge ^a   Gómez, Antonio Terceño ^a  

^a UNIVERSITAT ROVIRA I VIRGILI   (Spain)

Author keywords

Economics; Finance; Fuzzy regression; Temporal structure of interest rates

Indexed keywords

ECONOMICS; ESTIMATION; FINANCE; REGRESSION ANALYSIS;

TRIANGULAR FUZZY NUMBERS;

FUZZY SETS;

EID: 0141457960     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-0114(02)00373-1     Document Type: Article

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