Parameter estimation of uncertain differential equation with application to financial market

DOI10.1016/j.chaos.2020.110026zbMath1490.91201OpenAlexW3037727996WikidataQ115359221 ScholiaQ115359221MaRDI QIDQ2122963

Gyei-Kark Park, Xiangfeng Yang, Yuhan Liu

Publication date: 7 April 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2020.110026

zbMATH Keywords

parameter estimationstock priceuncertainty theoryuncertain differential equation

Mathematics Subject Classification ID

Point estimation (62F10) Derivative securities (option pricing, hedging, etc.) (91G20) Financial markets (91G15)

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