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

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+Zhi-Qiang Zhang
@@ Property / author: Zhi-Qiang Zhang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10700-015-9223-7
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@@ Property / OpenAlex ID @@
+W774935708
@@ Property / OpenAlex ID: W774935708 / rank @@
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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 @@
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness theorem for uncertain differential equations
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@@ Property / cites work @@
+Q4999389
@@ Property / cites work: Q4999389 / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain term structure model of interest rate
@@ Property / cites work: Uncertain term structure model of interest rate / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain stock model with periodic dividends
@@ Property / cites work: Uncertain stock model with periodic dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty distribution and independence of uncertain processes
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@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+On the valuation of interest rate products under multi-factor HJM term-structures
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@@ Property / cites work @@
+Q4999388
@@ Property / cites work: Q4999388 / rank @@
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@@ Property / cites work @@
+Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics
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@@ Property / cites work @@
+Some stability theorems of uncertain differential equation
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@@ Property / cites work @@
+A numerical method for solving uncertain differential equations
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@@ Property / cites work @@
+A no-arbitrage theorem for uncertain stock model
@@ Property / cites work: A no-arbitrage theorem for uncertain stock model / rank @@
+Normal rank