A mean-reverting currency model in an uncertain environment (Q2403446)
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scientific article; zbMATH DE number 6773322
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A mean-reverting currency model in an uncertain environment |
scientific article; zbMATH DE number 6773322 |
Statements
A mean-reverting currency model in an uncertain environment (English)
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8 September 2017
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uncertainty theory
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uncertain differential equation
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currency model
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option pricing
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0.8919498920440674
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0.8337314128875732
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0.8267589211463928
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0.8251951932907104
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