Equity warrants pricing problem of mean-reverting model in uncertain environment (Q2162540): Difference between revisions

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+https://doi.org/10.1016/j.physa.2019.121593
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+W2948943674
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
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+Q4999389
@@ Property / cites work: Q4999389 / rank @@
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@@ Property / cites work @@
+Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
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@@ Property / cites work @@
+Asian-barrier option pricing formulas of uncertain financial market
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@@ Property / cites work @@
+Q4999388
@@ Property / cites work: Q4999388 / rank @@
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@@ Property / cites work @@
+Mean-reverting stock model with floating interest rate in uncertain environment
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@@ Property / cites work @@
+Lookback option pricing problem of mean-reverting stock model in uncertain environment
+Normal rank
@@ Property / cites work @@
+Barrier option pricing of mean-reverting stock model in uncertain environment
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+A numerical method for solving uncertain differential equations
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+Q127718224
@@ Property / Wikidata QID: Q127718224 / rank @@
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+Publication:2162540