Mean-reverting stock model with floating interest rate in uncertain environment (Q1794952)
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scientific article; zbMATH DE number 6955098
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| English | Mean-reverting stock model with floating interest rate in uncertain environment |
scientific article; zbMATH DE number 6955098 |
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Mean-reverting stock model with floating interest rate in uncertain environment (English)
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16 October 2018
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uncertainty theory
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uncertain differential equation
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stock model
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option pricing formulas
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0.9131805300712584
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0.8794825673103333
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0.8483175039291382
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0.8280177712440491
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0.8271628618240356
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