Pages that link to "Item:Q2162540"
From MaRDI portal
The following pages link to Equity warrants pricing problem of mean-reverting model in uncertain environment (Q2162540):
Displaying 10 items.
- Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation (Q2100415) (← links)
- Age-structured population model under uncertain environment (Q2100438) (← links)
- Parameter estimation of uncertain differential equation with application to financial market (Q2122963) (← links)
- Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type (Q2128243) (← links)
- Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends (Q2156983) (← links)
- Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market (Q2666233) (← links)
- Lookback option pricing problem of mean-reverting stock model in uncertain environment (Q2666685) (← links)