Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends
From MaRDI portal
Publication:2156983
DOI10.1007/s00500-020-05177-zzbMath1491.91148OpenAlexW3043784508WikidataQ115606549 ScholiaQ115606549MaRDI QIDQ2156983
Publication date: 21 July 2022
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-020-05177-z
Cites Work
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- A formula to calculate the variance of uncertain variable
- Valuation of stock loan under uncertain stock model with floating interest rate
- The stability analysis for uncertain heat equations based on \(p\)-th moment
- Existence and uniqueness theorem for uncertain differential equations
- Some results of moments of uncertain variable through inverse uncertainty distribution
- An interest-rate model with jumps for uncertain financial markets
- Equity warrants pricing problem of mean-reverting model in uncertain environment
- Asian-barrier option pricing formulas of uncertain financial market
- European option pricing model based on uncertain fractional differential equation
- Lookback options pricing for uncertain financial market
- Some stability theorems of uncertain differential equation
- Uncertain stock model with periodic dividends
- Stability and attractivity in optimistic value for dynamical systems with uncertainty
- Stability in inverse distribution for uncertain differential equations
- A numerical method for solving uncertain differential equations
- Uncertainty theory
This page was built for publication: Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends