Pages that link to "Item:Q2213602"
From MaRDI portal
The following pages link to Asian-barrier option pricing formulas of uncertain financial market (Q2213602):
Displayed 26 items.
- Interest-rate products pricing problems with uncertain jump processes (Q2045339) (← links)
- Barrier option pricing formulas of an uncertain stock model (Q2052918) (← links)
- The almost sure stability for uncertain delay differential equations based on normal Lipschitz conditions (Q2078718) (← links)
- European barrier option pricing formulas of uncertain currency model (Q2100220) (← links)
- Asian rainbow option pricing formulas of uncertain stock model (Q2100224) (← links)
- Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation (Q2100415) (← links)
- Age-structured population model under uncertain environment (Q2100438) (← links)
- First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model (Q2120695) (← links)
- Parameter estimation of uncertain differential equation with application to financial market (Q2122963) (← links)
- Continuity and variation analysis of fractional uncertain processes (Q2123689) (← links)
- Knock-in options of an uncertain stock model with floating interest rate (Q2128141) (← links)
- Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type (Q2128243) (← links)
- On Parisian option pricing for uncertain currency model (Q2129431) (← links)
- European option pricing problems with fractional uncertain processes (Q2129466) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends (Q2156983) (← links)
- Equity warrants pricing problem of mean-reverting model in uncertain environment (Q2162540) (← links)
- Bermudan options pricing formulas in uncertain financial markets (Q2169605) (← links)
- Valuation of lookback option under uncertain volatility model (Q2171467) (← 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)
- RELIABILITY INDEX AND OPTION PRICING FORMULAS OF THE FIRST-HITTING TIME MODEL BASED ON THE UNCERTAIN FRACTIONAL-ORDER DIFFERENTIAL EQUATION WITH CAPUTO TYPE (Q5024740) (← links)
- American rainbow option pricing formulae in uncertain environment (Q6080549) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Reliability analysis of the uncertain fractional‐order dynamic system with state constraint (Q6180371) (← links)
- Pricing rainbow option for uncertain financial market (Q6186558) (← links)
