International investing in uncertain financial market
From MaRDI portal
Publication:1800309
DOI10.1007/s00500-018-3028-xzbMath1398.91559OpenAlexW2793852330MaRDI QIDQ1800309
Publication date: 23 October 2018
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-018-3028-x
Derivative securities (option pricing, hedging, etc.) (91G20) Fuzzy measure theory (28E10) Portfolio theory (91G10)
Related Items
Uncertain programming models for multi-objective shortest path problem with uncertain parameters, Uncertain multi-objective Chinese postman problem
Cites Work
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- Uncertain differential equations
- Existence and uniqueness theorem for uncertain differential equations
- Martingales and arbitrage in multiperiod securities markets
- Martingales and stochastic integrals in the theory of continuous trading
- A general version of the fundamental theorem of asset pricing
- A currency exchange rate model with jumps in uncertain environment
- Uncertainty distribution and independence of uncertain processes
- Uncertain contour process and its application in stock model with floating interest rate
- Valuation of interest rate ceiling and floor in uncertain financial market
- Uncertain term structure model of interest rate
- Theory and practice of uncertain programming.
- A mean-reverting currency model in an uncertain environment
- Uncertain bimatrix game with applications
- Uncertain stock model with periodic dividends
- A Theory of the Term Structure of Interest Rates
- A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS
- A numerical method for solving uncertain differential equations
- An equilibrium characterization of the term structure
- Uncertainty theory
