Valuation of power option for uncertain financial market (Q1733532): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2016.04.032
+Normal rank
@@ Property / OpenAlex ID @@
+W2345628073
@@ Property / OpenAlex ID: W2345628073 / rank @@
+Normal rank
@@ 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
+Normal rank
@@ 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 @@
+Prospect Theory: An Analysis of Decision under Risk
+Normal rank
@@ Property / cites work @@
+Valuation of power options under Heston's stochastic volatility model
+Normal rank
@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4999388
@@ Property / cites work: Q4999388 / rank @@
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ Property / cites work @@
+Incomplete observation, filtering, and the home bias puzzle
+Normal rank
@@ Property / cites work @@
+A numerical method for solving uncertain differential equations
+Normal rank
@@ 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