Extreme values for solution to uncertain fractional differential equation and application to American option pricing model (Q2163743): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Uncertainty theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain calculus with renewal process / 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: Stability in mean for uncertain differential equation / 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 numerical method for solving uncertain differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain differential equations / 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
Property / cites work
 
Property / cites work: Q4381477 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analytical and numerical solutions of a nonlinear alcoholism model via variable-order fractional differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain fractional differential equations and an interest rate model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional stochastic differential equation with discontinuous diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controllability of a stochastic functional differential equation driven by a fractional Brownian motion / 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 contour process and its application in stock model with floating interest rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical approach for solution to an uncertain fractional differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme value theorems of uncertain process with application to insurance risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A predictor-corrector approach for the numerical solution of fractional differential equations / rank
 
Normal rank

Latest revision as of 20:51, 29 July 2024

scientific article
Language Label Description Also known as
English
Extreme values for solution to uncertain fractional differential equation and application to American option pricing model
scientific article

    Statements

    Extreme values for solution to uncertain fractional differential equation and application to American option pricing model (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    10 August 2022
    0 references
    fractional differential equation
    0 references
    uncertainty theory
    0 references
    extreme value
    0 references
    Simpson method
    0 references
    option pricing
    0 references
    stock model
    0 references
    0 references
    0 references
    0 references

    Identifiers