Pages that link to "Item:Q2418603"
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The following pages link to Uncertain stock model with periodic dividends (Q2418603):
Displayed 39 items.
- Uncertain calculus with finite variation processes (Q521722) (← links)
- Option pricing for an uncertain stock model with jumps (Q521732) (← links)
- Valuation of stock loan under uncertain stock model with floating interest rate (Q780313) (← links)
- Uncertain population model (Q781297) (← links)
- A currency exchange rate model with jumps in uncertain environment (Q1701985) (← links)
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems (Q1717001) (← links)
- Valuation of power option for uncertain financial market (Q1733532) (← links)
- Semideviations of reduced fuzzy variables: a possibility approach (Q1794446) (← links)
- Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
- Uncertain contour process and its application in stock model with floating interest rate (Q1794546) (← links)
- Valuation of interest rate ceiling and floor in uncertain financial market (Q1794827) (← links)
- No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate (Q1794950) (← links)
- Mean-reverting stock model with floating interest rate in uncertain environment (Q1794952) (← links)
- Valuation of European option under uncertain volatility model (Q1800249) (← links)
- International investing in uncertain financial market (Q1800309) (← links)
- Asian option pricing problems of uncertain mean-reverting stock model (Q1800320) (← links)
- Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (Q1800326) (← links)
- Valuation of stock loan under uncertain environment (Q1800328) (← links)
- Adams predictor-corrector method for solving uncertain differential equation (Q1983895) (← links)
- Numerical approach for solution to an uncertain fractional differential equation (Q2008184) (← links)
- Solving high-order uncertain differential equations via Adams-Simpson method (Q2052285) (← links)
- An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (Q2100206) (← links)
- Parameter estimation of uncertain differential equation with application to financial market (Q2122963) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends (Q2156983) (← links)
- Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
- Reliability analysis of the uncertain heat conduction model (Q2159867) (← links)
- Bermudan options pricing formulas in uncertain financial markets (Q2169605) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- European option pricing model based on uncertain fractional differential equation (Q2272429) (← links)
- A stock model with jumps for Itô-Liu financial markets (Q2318251) (← links)
- Lookback options pricing for uncertain financial market (Q2318289) (← links)
- Uncertain portfolio adjusting model using semiabsolute deviation (Q2403316) (← links)
- Exponential stability of uncertain differential equation (Q2403422) (← links)
- A mean-reverting currency model in an uncertain environment (Q2403446) (← links)
- Lookback option pricing problem of mean-reverting stock model in uncertain environment (Q2666685) (← links)
- A bi-level optimization model for the asset-liability management of insurance companies (Q2691300) (← links)
- Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate (Q5244323) (← links)
- Belief reliability analysis of traffic network: an uncertain percolation semi-Markov model (Q6082854) (← links)