An uncertain currency model with floating interest rates
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Publication:1703677
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Cites work
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- A numerical method for solving uncertain differential equations
- Adams-Simpson method for solving uncertain differential equation
- An equilibrium characterization of the term structure
- An Intertemporal General Equilibrium Model of Asset Prices
- Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility
- Pricing currency derivatives with Markov-modulated Lévy dynamics
- Pricing currency options in the mixed fractional Brownian motion
- Pricing foreign currency options with stochastic volatility
- The pricing of options and corporate liabilities
- Uncertain contour process and its application in stock model with floating interest rate
- Uncertain fractional differential equations and an interest rate model
- Uncertain term structure model of interest rate
- Uncertainty distribution and independence of uncertain processes
- Uncertainty theory
Cited in
(29)- A currency exchange rate model with jumps in uncertain environment
- Valuation of interest rate ceiling and floor in uncertain financial market
- Mean-reverting stock model with floating interest rate in uncertain environment
- Uncertain term structure model of interest rate
- Adams predictor-corrector method for solving uncertain differential equation
- European barrier option pricing formulas of uncertain currency model
- A new uncertain linear regression model based on equation deformation
- Lookback option pricing problem of uncertain mean-reverting currency model
- American barrier option pricing formulas for currency model in uncertain environment
- On Parisian option pricing for uncertain currency model
- New stability theorems of uncertain differential equations with time-dependent delay
- European option pricing under multifactor uncertain volatility model
- Quasi-closed-form solution and numerical method for currency option with uncertain volatility model
- An interest-rate model with jumps for uncertain financial markets
- An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility
- Some results about uncertain differential equations with time-dependent delay
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates
- A new stability analysis of uncertain delay differential equations
- A mean-reverting currency model with floating interest rates in uncertain environment
- A new model and algorithm for uncertain random parallel machine scheduling problem
- A mean-reverting currency model in an uncertain environment
- Option pricing formulas in a new uncertain stock model with floating interest rate
- Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption
- Pricing rainbow option for uncertain financial market
- European spread option pricing with the floating interest rate for uncertain financial market
- Uncertain generalized mean reversion interest rate risk model with applications to financial instruments
- Uncertain finance: a systematic review of recent advances
- A study of American option pricing for uncertain currency models with exponential O-U process
- Valuation of stock loan under uncertain stock model with floating interest rate
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