%0 Journal Article
%A ZHANG Jinlun
%A ZHANG Yong
%T Fuzzy Stochastic Pricing Model for Credit Asset-Backed Securities
%D 2022
%R 10.13438/j.cnki.jdzk.2022.06.010
%J Journal of Jishou University(Natural Sciences Edition)
%P 51-57
%V 43
%N 6
%X Based on the characteristics of the loan prepayment behavior,the pricing model of credit asset-backed securities in the fuzzy random environment is constructed by taking the price as a fuzzy random variable.Through algorithm analysis,the method of calculating the membership degree of credit asset-backed securities with known price is given,and the practicability of pricing model is verified through numerical examples and static analysis.The results show that the pricing model in the fuzzy stochastic environment is the general form of the traditional pricing model.
%U https://zkxb.jsu.edu.cn/EN/10.13438/j.cnki.jdzk.2022.06.010