A currency exchange rate model with jumps in uncertain environment
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Publication:1701985
DOI10.1007/S00500-016-2141-YzbMATH Open1409.91236OpenAlexW2335711232MaRDI QIDQ1701985FDOQ1701985
Publication date: 27 February 2018
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-016-2141-y
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Cites Work
- Uncertainty theory
- SINE ENTROPY FOR UNCERTAIN VARIABLES
- Uncertain calculus with renewal process
- Uncertain differential equations
- SOME PROPERTIES OF CONTINUOUS UNCERTAIN MEASURE
- OPTIMISTIC VALUE MODEL OF UNCERTAIN OPTIMAL CONTROL
- Title not available (Why is that?)
- Existence and uniqueness theorem for uncertain differential equations
- Uncertain term structure model of interest rate
- Uncertain stock model with periodic dividends
- UNCERTAIN DECISION MAKING AND ITS APPLICATION TO PORTFOLIO SELECTION PROBLEM
- A stock model with jumps for uncertain markets
- Title not available (Why is that?)
- A numerical method for solving uncertain differential equations
- Uncertain differential equation with jumps
- Option pricing for an uncertain stock model with jumps
- Path Optimality Conditions for Minimum Spanning Tree Problem with Uncertain Edge Weights
- A mean-reverting currency model in an uncertain environment
- Almost sure stability for uncertain differential equation with jumps
- A Note on Uncertain Sequence
Cited In (8)
- Valuing currency swap contracts in uncertain financial market
- Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data
- First hitting time of uncertain random renewal reward process and its application in insurance risk process
- A stochastic simulation model of an optimum currency area
- Interest-rate products pricing problems with uncertain jump processes
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates
- Bermudan options pricing formulas in uncertain financial markets
- International investing in uncertain financial market
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