A stock model with jumps for uncertain markets (Q4650063)
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scientific article; zbMATH DE number 6107680
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A stock model with jumps for uncertain markets |
scientific article; zbMATH DE number 6107680 |
Statements
A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS (English)
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15 November 2012
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stock model
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European option
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uncertain finance
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uncertain differential equation with jumps
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0.918922483921051
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0.9115321040153505
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0.8338803648948669
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0.8271526098251343
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0.8232700228691101
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