Parameter estimation of uncertain differential equation with application to financial market (Q2122963): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: A comparative analysis of particle swarm optimization and differential evolution algorithms for parameter estimation in nonlinear dynamic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic likelihood theory for diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4999389 / 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: Milne method for solving uncertain differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of European option under uncertain volatility model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of parameters of linear homogeneous stochastic differential equations / 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: Uncertainty theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4999388 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation of a delay dynamical system using synchronization in presence of noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of stock loan under uncertain mean-reverting stock model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equity warrants pricing problem of mean-reverting model in uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Barrier option pricing of mean-reverting stock model in uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation in nonlinear stochastic differential equations / 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 partial differential equation with application to heat conduction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asian-barrier option pricing formulas of uncertain financial market / 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: A no-arbitrage theorem for uncertain stock model / 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: Uncertain differential equations / 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: Hamming method for solving uncertain differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of power option for uncertain financial market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of stock loan under uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lookback options pricing for uncertain financial market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain population model / rank
 
Normal rank
Property / cites work
 
Property / cites work: UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain optimal control / rank
 
Normal rank

Latest revision as of 14:03, 28 July 2024

scientific article
Language Label Description Also known as
English
Parameter estimation of uncertain differential equation with application to financial market
scientific article

    Statements

    Parameter estimation of uncertain differential equation with application to financial market (English)
    0 references
    0 references
    0 references
    0 references
    7 April 2022
    0 references
    uncertainty theory
    0 references
    uncertain differential equation
    0 references
    parameter estimation
    0 references
    stock price
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers