Valuation of power option for uncertain financial market (Q1733532): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Existence and uniqueness theorem for uncertain differential equations
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+Q4999389
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+Uncertain term structure model of interest rate
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+Uncertain stock model with periodic dividends
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+Prospect Theory: An Analysis of Decision under Risk
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+Valuation of power options under Heston's stochastic volatility model
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+Uncertainty theory
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+Q4905685
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+Advances in prospect theory: cumulative representation of uncertainty
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+Incomplete observation, filtering, and the home bias puzzle
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