Uncertain term structure model of interest rate
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Publication:1955463
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Cites work
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- American option pricing formula for uncertain financial market
- An Intertemporal General Equilibrium Model of Asset Prices
- An equilibrium characterization of the term structure
- Existence and uniqueness theorem for uncertain differential equations
- Pricing interest-rate-derivative securities
- The pricing of options and corporate liabilities
- The pricing of the American option
- Theory and practice of uncertain programming.
- Uncertain calculus with renewal process
- Uncertainty theory
Cited in
(77)- Theory of Cryptocurrency Interest Rates
- Uncertain multi-objective multi-item fixed charge solid transportation problem with budget constraint
- Uncertain zero-one law and convergence of uncertain sequence
- Almost sure stability for uncertain differential equation with jumps
- Valuing currency swap contracts in uncertain financial market
- Solving uncertain heat equation via numerical method
- A no-arbitrage theorem for uncertain stock model
- Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility
- Uncertain random portfolio selection based on risk curve
- A novel reduction method for type-2 uncertain normal critical values and its applications on 4D profit transportation problem involving damageable and substitute items
- Almost sure stability for uncertain differential equation
- Multi-dimensional uncertain differential equation: existence and uniqueness of solution
- American barrier option pricing formulas for currency model in uncertain environment
- Mean-entropy model of uncertain portfolio selection problem
- The stability of multifactor uncertain differential equation
- Uncertain fractional differential equations and an interest rate model
- Two-factor term structure model with uncertain volatility risk
- Competitive pricing and remanufacturing problem in an uncertain closed-loop supply chain with risk-sensitive retailers
- \(\alpha\)-path stability analysis for uncertain differential equations
- Uncertain logistic and Box-Cox regression analysis with maximum likelihood estimation
- Some results about uncertain differential equations with time-dependent delay
- A currency exchange rate model with jumps in uncertain environment
- Uncertain stock model with periodic dividends
- Pricing and valuation of carbon swap in uncertain finance market
- Optimal harvesting strategy based on uncertain logistic population model
- Interest-rate products pricing problems with uncertain jump processes
- Parameter estimation in uncertain differential equations
- A mean-reverting currency model in an uncertain environment
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates
- Reliability analysis of the uncertain heat conduction model
- No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate
- Pricing of equity swaps in uncertain financial market
- Barrier option pricing formulas of an uncertain stock model
- Stability analysis for uncertain differential equation by Lyapunov's second method
- Uncertain SEIAR model for COVID-19 cases in China
- Pricing rainbow option for uncertain financial market
- Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation
- Belief reliability analysis of traffic network: an uncertain percolation semi-Markov model
- Stability analysis of uncertain singular systems
- Uncertain multi-objective Chinese postman problem
- Valuation of stock loan under uncertain stock model with floating interest rate
- Parameter estimation for uncertain fractional differential equations
- Analysis of uncertain SIS epidemic model with nonlinear incidence and demography
- Uncertain minimum cost flow problem
- An interest-rate model with jumps for uncertain financial markets
- An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility
- Uncertain population model
- Option pricing formulas based on uncertain fractional differential equation
- A stock model with jumps for Itô-Liu financial markets
- Generalized moment estimation for uncertain differential equations
- Adams predictor-corrector method for solving uncertain differential equation
- Uncertain energy model for electricity and gas futures with application in spark-spread option price
- Lookback options pricing for uncertain financial market
- Uncertain random multilevel programming with application to production control problem
- Time integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond model
- Some results of moments of uncertain set
- European spread option pricing with the floating interest rate for uncertain financial market
- China's carbon emission allowance prices forecasting and option designing in uncertain environment
- An uncertain currency model with floating interest rates
- Valuation of power option for uncertain financial market
- Mean-reverting stock model with floating interest rate in uncertain environment
- Uncertain contour process and its application in stock model with floating interest rate
- International investing in uncertain financial market
- Stability in mean for multi-dimensional uncertain differential equation
- Valuation of European option under uncertain volatility model
- Uncertain programming models for fixed charge multi-item solid transportation problem
- Valuation of stock loan under uncertain environment
- A new stability analysis of uncertain delay differential equations
- Option pricing for an uncertain stock model with jumps
- Uncertain differential equation with jumps
- Uncertain calculus with finite variation processes
- Hamming method for solving uncertain differential equations
- Valuation of interest rate ceiling and floor in uncertain financial market
- A new method of level-2 uncertainty analysis in risk assessment based on uncertainty theory
- Stable set of uncertain coalitional game with application to electricity suppliers problem
- Uncertain multivariable regression model
- Extreme values of solution of Caputo-Hadamard uncertain fractional differential equation and applications
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