Mean-reverting stock model with floating interest rate in uncertain environment
From MaRDI portal
Publication:1794952
DOI10.1007/s10700-016-9247-7zbMath1429.91329OpenAlexW2401930306MaRDI QIDQ1794952
Publication date: 16 October 2018
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-016-9247-7
Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic analysis (60H99) Fuzzy ordinary differential equations (34A07)
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