Option pricing for an uncertain stock model with jumps (Q521732)
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scientific article; zbMATH DE number 6705087
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing for an uncertain stock model with jumps |
scientific article; zbMATH DE number 6705087 |
Statements
Option pricing for an uncertain stock model with jumps (English)
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12 April 2017
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uncertain differential equation
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uncertainty theory
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option pricing formulas
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uncertain finance
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0.918922483921051
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0.8566776514053345
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0.8493618965148926
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0.8482611775398254
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0.8378944993019104
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