Browsing by Keyword "Taxa de Juros incerta"

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    • Aplicação do modelo Epstein-Wilmot ao mercado brasileiro 

      Silva, Gustavo Gonçalves Rodrigues da
      2021
      This dissertation focuses on the Epstein-Wilmott model, which is considered an uncertain interest rate model. Differently from the others interest rate models studied in the literature so far, this one has a non-probabilistic ...