A mean-reverting currency model in an uncertain environment (Q2403446)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A mean-reverting currency model in an uncertain environment
scientific article

    Statements

    A mean-reverting currency model in an uncertain environment (English)
    0 references
    0 references
    0 references
    8 September 2017
    0 references
    uncertainty theory
    0 references
    uncertain differential equation
    0 references
    currency model
    0 references
    option pricing
    0 references

    Identifiers