Parameter estimation of uncertain differential equation with application to financial market
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Publication:2122963
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Cites work
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- Asymptotic likelihood theory for diffusion processes
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- Equity warrants pricing problem of mean-reverting model in uncertain environment
- Estimation of parameters of linear homogeneous stochastic differential equations
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Cited in
(58)- Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China
- Moment estimation in uncertain differential equations based on the Milstein scheme
- Residual analysis and parameter estimation of uncertain differential equations
- Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation
- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region
- Uncertain regression model with autoregressive time series errors
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification
- Continuity and variation analysis of fractional uncertain processes
- Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type
- European option pricing problems with fractional uncertain processes
- Parametric approximate optimal control of uncertain differential game with application to counter terror
- Selection of uncertain differential equations using cross validation
- Estimating time-varying parameters in uncertain differential equations
- Uncertain hypothesis test with application to uncertain regression analysis
- Moment estimation for parameters in high-order uncertain differential equations
- Parameter estimation and synchronization in the uncertain financial network
- Bermudan options pricing formulas in uncertain financial markets
- Optimal harvesting strategy based on uncertain logistic population model
- Pricing of equity swaps in uncertain financial market
- Valuation of lookback option under uncertain volatility model
- Uncertain seepage equation in fissured porous media
- A linear uncertain pharmacokinetic model driven by Liu process
- Uncertain chemical reaction equation
- Generalized moment estimation for uncertain differential equations
- Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market
- Existence and uniqueness of solutions for uncertain nonlinear switched systems
- Parameter estimation in uncertain differential equations based on the solution
- Reliability index and option pricing formulas of the first-hitting time model based on the uncertain fractional-order differential equation with Caputo type
- Parameter estimation of fractional uncertain differential equations via Adams method
- Bayesian rule in the framework of uncertainty theory
- Improved Milne-Hamming method for resolving high-order uncertain differential equations
- Parameter estimation for uncertain fractional differential equations
- Uncertain energy model for electricity and gas futures with application in spark-spread option price
- Optimal control for uncertain random continuous-time systems
- Uncertain Gordon-Schaefer model driven by Liu process
- Uncertain green product supply chain with government intervention
- Uncertain hypothesis test for uncertain differential equations
- Reliability analysis of the uncertain fractional‐order dynamic system with state constraint
- The establishment of uncertain single pendulum equation and its solutions
- Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility
- Least squares estimation for a class of uncertain Vasicek model and its application to interest rates
- Doubly perturbed uncertain differential equations
- China's carbon emission allowance prices forecasting and option designing in uncertain environment
- Moment estimation of uncertain autoregressive model and its application in financial market
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- Non-confluence for uncertain differential equations
- Least squares estimation of uncertain partial differential equations
- Finite-time attractivity analysis for nonautonomous dynamical systems with uncertainty
- Revised moment estimation for uncertain fractional differential equations with application to stock model
- Uncertain differential equations driven by fractional Liu process
- Multi-factor uncertain Fox equation
- Adaptive threshold estimation for uncertain differential equations with jumps
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