Uncertain stock model with periodic dividends
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Publication:2418603
DOI10.1007/S10700-012-9141-XzbMath1411.91550OpenAlexW2071575826MaRDI QIDQ2418603
Dan A. Ralescu, Xiaowei Chen, Yuhan Liu
Publication date: 28 May 2019
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-012-9141-x
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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- The Pricing of Options and Corporate Liabilities
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- Uncertain calculus with renewal process
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- Uncertain term structure model of interest rate
- Extreme value theorems of uncertain process with application to insurance risk model
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- Uncertainty theory
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