Valuation of stock loan under uncertain environment

DOI10.1007/s00500-017-2591-xzbMath1398.91722OpenAlexW2604143232MaRDI QIDQ1800328

Weiqi Liu, Jianhua Ding, Zhi-Qiang Zhang

Publication date: 23 October 2018

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-017-2591-x

zbMATH Keywords

uncertainty theoryuncertain differential equationstock loanuncertain stock model

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99) Fuzzy ordinary differential equations (34A07)

Related Items (7)

Parameter estimation of uncertain differential equation with application to financial market ⋮ Preface: Special issue on optimization with uncertain information: a perspective of soft computing ⋮ Lookback options pricing for uncertain financial market ⋮ Valuation of stock loan under uncertain stock model with floating interest rate ⋮ Uncertain population model ⋮ Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation ⋮ Age-structured population model under uncertain environment

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