No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate (Q1794950)
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scientific article; zbMATH DE number 6955097
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| English | No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate |
scientific article; zbMATH DE number 6955097 |
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No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate (English)
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16 October 2018
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finance
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stock model
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no-arbitrage principle
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uncertain differential equation
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0.8666257858276367
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0.8063536882400513
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0.7892158031463623
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0.7835123538970947
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0.756481409072876
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