Valuation of stock loan under uncertain environment (Q1800328): Difference between revisions

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+https://doi.org/10.1007/s00500-017-2591-x
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+W2604143232
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@@ Property / cites work @@
+Valuation of stock loans with jump risk
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+Q4999389
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+Uncertain term structure model of interest rate
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+Uncertain stock model with periodic dividends
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+Option pricing for an uncertain stock model with jumps
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+Prospect Theory: An Analysis of Decision under Risk
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+Stock loan with automatic termination clause, cap and margin
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+Uncertainty theory
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+Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem
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+Q4999388
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+Incomplete observation, filtering, and the home bias puzzle
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+Stochastic volatility asymptotics of stock loans: valuation and optimal stopping
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+STOCK LOANS
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+A no-arbitrage theorem for uncertain stock model
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+Uncertain contour process and its application in stock model with floating interest rate
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+A numerical method for solving uncertain differential equations
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+Valuation of Stock Loans with Regime Switching
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+Valuation of interest rate ceiling and floor in uncertain financial market
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+Valuation of power option for uncertain financial market
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+UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
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