Pricing of equity swaps in uncertain financial market (Q2170340): Difference between revisions

@@ Property / DOI @@
-.1016/j.chaos.2021.111673
@@ Property / DOI: 10.1016/j.chaos.2021.111673 / rank @@
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@@ Property / cites work @@
+Q4999389
@@ Property / cites work: Q4999389 / rank @@
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@@ Property / cites work @@
+Mean-reverting stock model with floating interest rate in uncertain environment
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+Uncertain contour process and its application in stock model with floating interest rate
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+Barrier option pricing of mean-reverting stock model in uncertain environment
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+Uncertain term structure model of interest rate
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+Valuation of interest rate ceiling and floor in uncertain financial market
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+Valuing currency swap contracts in uncertain financial market
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+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
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@@ Property / cites work @@
+A numerical method for solving uncertain differential equations
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+Parameter estimation in uncertain differential equations
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+Parameter estimation of uncertain differential equation with application to financial market
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@@ Property / DOI @@
+.1016/J.CHAOS.2021.111673
@@ Property / DOI: 10.1016/J.CHAOS.2021.111673 / rank @@
+Normal rank