Uncertain contour process and its application in stock model with floating interest rate
From MaRDI portal
Publication:1794546
DOI10.1007/s10700-015-9211-yzbMath1429.91333OpenAlexW2051563587MaRDI QIDQ1794546
Publication date: 15 October 2018
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-015-9211-y
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Fuzzy ordinary differential equations (34A07)
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Cites Work
- Existence and uniqueness theorem for uncertain differential equations
- Uncertainty distribution and independence of uncertain processes
- Uncertain term structure model of interest rate
- Extreme value theorems of uncertain process with application to insurance risk model
- Uncertain stock model with periodic dividends
- A numerical method for solving uncertain differential equations
- Uncertainty theory
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