Option pricing for an uncertain stock model with jumps (Q521732): Difference between revisions
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| Property / author | |||
| Property / author: Sumit K. Garg / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 34A07 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6705087 / rank | |||
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| Property / zbMATH Keywords | |||
uncertain differential equation | |||
| Property / zbMATH Keywords: uncertain differential equation / rank | |||
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| Property / zbMATH Keywords | |||
uncertainty theory | |||
| Property / zbMATH Keywords: uncertainty theory / rank | |||
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| Property / zbMATH Keywords | |||
option pricing formulas | |||
| Property / zbMATH Keywords: option pricing formulas / rank | |||
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uncertain finance | |||
| Property / zbMATH Keywords: uncertain finance / rank | |||
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Revision as of 05:32, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for an uncertain stock model with jumps |
scientific article |
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Option pricing for an uncertain stock model with jumps (English)
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12 April 2017
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uncertain differential equation
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uncertainty theory
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option pricing formulas
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uncertain finance
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