Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (Q1800326): Difference between revisions

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+Uncertain stock model with periodic dividends
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+Option pricing for an uncertain stock model with jumps
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+Uncertainty theory
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+Q4999388
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+Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation
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+Uncertain contour process and its application in stock model with floating interest rate
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+A no-arbitrage theorem for uncertain stock model
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+Uncertain differential equations
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+A numerical method for solving uncertain differential equations
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+Valuation of power option for uncertain financial market
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+UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
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