Interest-rate products pricing problems with uncertain jump processes
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Publication:2045339
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Cites work
- A currency exchange rate model with jumps in uncertain environment
- Almost sure stability for uncertain differential equation with jumps
- An interest-rate model with jumps for uncertain financial markets
- Asian-barrier option pricing formulas of uncertain financial market
- Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing
- Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
- Mean-reverting stock model with floating interest rate in uncertain environment
- Measuring interest rate risk with embedded option using HPL-MC method in fuzzy and stochastic environment
- Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates
- Quasi-closed-form solution and numerical method for currency option with uncertain volatility model
- Reliability index and option pricing formulas of the first-hitting time model based on the uncertain fractional-order differential equation with Caputo type
- Stability in \(p\)-th moment for uncertain differential equation with jumps
- Stability in mean for uncertain differential equation with jumps
- The pricing of options and corporate liabilities
- Uncertain calculus with renewal process
- Uncertain differential equation with jumps
- Uncertain differential equations
- Uncertain renewal processes
- Uncertain term structure model of interest rate
- Uncertainty theory
- Uncertainty theory
- Valuation of European option under uncertain volatility model
- Valuation of interest rate ceiling and floor in uncertain financial market
- Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing
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