A no-arbitrage theorem for uncertain stock model
From MaRDI portal
Publication:1794518
DOI10.1007/S10700-014-9198-9zbMath1449.91149OpenAlexW1964364544MaRDI QIDQ1794518
Publication date: 15 October 2018
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-014-9198-9
Related Items (14)
Parameter estimation of uncertain differential equation with application to financial market ⋮ An interest-rate model with jumps for uncertain financial markets ⋮ Stability of multi-dimensional uncertain differential equation ⋮ Optimal control of multifactor uncertain system with jumps ⋮ Asian-barrier option pricing formulas of uncertain financial market ⋮ Valuation of power option for uncertain financial market ⋮ European spread option pricing with the floating interest rate for uncertain financial market ⋮ Valuation of interest rate ceiling and floor in uncertain financial market ⋮ No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate ⋮ An uncertain chromatic number of an uncertain graph based on \(\alpha \)-cut coloring ⋮ Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model ⋮ Valuation of stock loan under uncertain environment ⋮ Solving high-order uncertain differential equations via Adams-Simpson method ⋮ A stock model with jumps for Itô-Liu financial markets
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- Existence and uniqueness theorem for uncertain differential equations
- Fractional Liu process with application to finance
- Uncertainty distribution and independence of uncertain processes
- Uncertain term structure model of interest rate
- Some stability theorems of uncertain differential equation
- A numerical method for solving uncertain differential equations
- Uncertainty theory
This page was built for publication: A no-arbitrage theorem for uncertain stock model
