Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation (Q2100415): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1007/s00500-021-06074-9 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Q4999389 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4999388 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Barrier option pricing of mean-reverting stock model in uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equity warrants pricing problem of mean-reverting model in uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of stock loan under uncertain mean-reverting stock model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asian-barrier option pricing formulas of uncertain financial market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation of uncertain differential equation with application to financial market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of power option for uncertain financial market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of stock loan under uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lookback options pricing for uncertain financial market / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S00500-021-06074-9 / rank
 
Normal rank

Latest revision as of 01:35, 17 December 2024

scientific article
Language Label Description Also known as
English
Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation
scientific article

    Statements

    Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation (English)
    0 references
    0 references
    0 references
    0 references
    22 November 2022
    0 references
    equity warrant
    0 references
    uncertain process
    0 references
    exponential Ornstein-Uhlenbeck equation
    0 references
    uncertainty theory
    0 references

    Identifiers