Option pricing for an uncertain stock model with jumps (Q521732): Difference between revisions

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-.1007/s00500-015-1635-3
@@ Property / DOI: 10.1007/s00500-015-1635-3 / 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
+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
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+Stochastic integral
@@ Property / cites work: Stochastic integral / rank @@
+Normal rank
@@ Property / cites work @@
+On stochastic differential equations
@@ Property / cites work: On stochastic differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4999388
@@ Property / cites work: Q4999388 / rank @@
+Normal rank
@@ Property / cites work @@
+A sufficient and necessary condition of uncertainty distribution
+Normal rank
@@ Property / cites work @@
+Uncertain calculus with renewal process
@@ Property / cites work: Uncertain calculus with renewal process / rank @@
+Normal rank
@@ Property / cites work @@
+Some stability theorems of uncertain differential equation
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@@ Property / cites work @@
+Uncertain differential equation with jumps
@@ Property / cites work: Uncertain differential equation with jumps / rank @@
+Normal rank
@@ Property / cites work @@
+A formula to calculate the variance of uncertain variable
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@@ Property / cites work @@
+A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS
@@ Property / cites work: A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS / rank @@
+Normal rank
@@ Property / cites work @@
+Delayed renewal process with uncertain interarrival times
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@@ Property / DOI @@
+.1007/S00500-015-1635-3
@@ Property / DOI: 10.1007/S00500-015-1635-3 / rank @@
+Normal rank