A no-arbitrage theorem for uncertain stock model (Q1794518): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / 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: Q4999389 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain term structure model of interest rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty distribution and independence of uncertain processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4999388 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Liu process with application to finance / 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

Latest revision as of 21:08, 16 July 2024

scientific article
Language Label Description Also known as
English
A no-arbitrage theorem for uncertain stock model
scientific article

    Statements

    A no-arbitrage theorem for uncertain stock model (English)
    0 references
    0 references
    15 October 2018
    0 references
    finance
    0 references
    stock model
    0 references
    no-arbitrage
    0 references
    uncertainty theory
    0 references
    uncertain differential equation
    0 references

    Identifiers