The following pages link to (Q4999388):
Displayed 50 items.
- Euler index in uncertain graph (Q449488) (← links)
- Option pricing for an uncertain stock model with jumps (Q521732) (← links)
- Games with incomplete information and uncertain payoff: from the perspective of uncertainty theory (Q780220) (← links)
- Valuation of stock loan under uncertain stock model with floating interest rate (Q780313) (← links)
- Uncertain population model (Q781297) (← links)
- Continuous dependence theorems on solutions of uncertain differential equations (Q1630743) (← links)
- A currency exchange rate model with jumps in uncertain environment (Q1701985) (← links)
- Valuation of power option for uncertain financial market (Q1733532) (← links)
- Uncertain programming model for uncertain optimal assignment problem (Q1788760) (← links)
- Poincáre recurrence theorem in regular uncertain dynamic system (Q1794454) (← links)
- Almost sure stability for uncertain differential equation (Q1794491) (← links)
- A no-arbitrage theorem for uncertain stock model (Q1794518) (← links)
- Stability in mean for uncertain differential equation (Q1794543) (← links)
- Uncertain contour process and its application in stock model with floating interest rate (Q1794546) (← links)
- Multi-dimensional uncertain differential equation: existence and uniqueness of solution (Q1794550) (← 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)
- Valuation of European option under uncertain volatility model (Q1800249) (← links)
- International investing in uncertain financial market (Q1800309) (← links)
- Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (Q1800326) (← links)
- Valuation of stock loan under uncertain environment (Q1800328) (← links)
- Two-factor term structure model with uncertain volatility risk (Q1800343) (← links)
- Extreme value theorems of uncertain process with application to insurance risk model (Q1955464) (← links)
- Uncertain random variables: a mixture of uncertainty and randomness (Q1955469) (← links)
- Barrier option pricing of mean-reverting stock model in uncertain environment (Q1997677) (← links)
- Uncertain strike lookback options pricing with floating interest rate (Q2036859) (← links)
- Solving high-order uncertain differential equations via Adams-Simpson method (Q2052285) (← links)
- Option pricing formulas based on uncertain fractional differential equation (Q2070754) (← links)
- Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation (Q2100415) (← 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)
- Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type (Q2128243) (← links)
- Reliability analysis of general systems with bi-uncertain variables (Q2153588) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- Saddle point equilibrium model for uncertain discrete systems (Q2157003) (← links)
- Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
- An interest-rate model with jumps for uncertain financial markets (Q2161801) (← links)
- Equity warrants pricing problem of mean-reverting model in uncertain environment (Q2162540) (← links)
- Bermudan options pricing formulas in uncertain financial markets (Q2169605) (← links)
- Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate (Q2213406) (← 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)
- Exponential stability of uncertain differential equation (Q2403422) (← links)
- Stability of multi-dimensional uncertain differential equation (Q2403461) (← links)
- Some stability theorems of uncertain differential equation (Q2418593) (← links)
- The uncertain premium principle based on the distortion function (Q2513588) (← 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)