Mean-reverting stock model with floating interest rate in uncertain environment (Q1794952)
From MaRDI portal
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