Mean-reverting stock model with floating interest rate in uncertain environment (Q1794952): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10700-016-9247-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2401930306 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4999389 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain term structure model of interest rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness theorem for uncertain differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain stock model with periodic dividends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing for an uncertain stock model with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prospect Theory: An Analysis of Decision under Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty distribution and independence of uncertain processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: An uncertain currency model with floating interest rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adams-Simpson method for solving uncertain differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adams method for solving uncertain differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain contour process and its application in stock model with floating interest rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerical method for solving uncertain differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some stability theorems of uncertain differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain fractional differential equations and an interest rate model / rank
 
Normal rank

Latest revision as of 21:22, 16 July 2024

scientific article
Language Label Description Also known as
English
Mean-reverting stock model with floating interest rate in uncertain environment
scientific article

    Statements

    Mean-reverting stock model with floating interest rate in uncertain environment (English)
    0 references
    0 references
    0 references
    16 October 2018
    0 references
    uncertainty theory
    0 references
    uncertain differential equation
    0 references
    stock model
    0 references
    option pricing formulas
    0 references

    Identifiers