Valuation of interest rate ceiling and floor in uncertain financial market (Q1794827): Difference between revisions

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+https://doi.org/10.1007/s10700-015-9223-7
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+W774935708
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Existence and uniqueness theorem for uncertain differential equations
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@@ Property / cites work @@
+Q4999389
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+Uncertain term structure model of interest rate
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+Uncertain stock model with periodic dividends
@@ Property / cites work: Uncertain stock model with periodic dividends / rank @@
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+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
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+Uncertainty distribution and independence of uncertain processes
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@@ Property / cites work @@
+Uncertainty theory
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+On the valuation of interest rate products under multi-factor HJM term-structures
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+Q4999388
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+Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics
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+Some stability theorems of uncertain differential equation
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+A numerical method for solving uncertain differential equations
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+A no-arbitrage theorem for uncertain stock model
@@ Property / cites work: A no-arbitrage theorem for uncertain stock model / rank @@
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