Mean-reverting stock model with floating interest rate in uncertain environment (Q1794952): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10700-016-9247-7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2401930306 / rank | |||
Normal rank | |||
Revision as of 19:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-reverting stock model with floating interest rate in uncertain environment |
scientific article |
Statements
Mean-reverting stock model with floating interest rate in uncertain environment (English)
0 references
16 October 2018
0 references
uncertainty theory
0 references
uncertain differential equation
0 references
stock model
0 references
option pricing formulas
0 references
