Pricing of equity swaps in uncertain financial market
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Publication:2170340
DOI10.1016/j.chaos.2021.111673zbMath1498.91466OpenAlexW4200304705MaRDI QIDQ2170340
Yongjiu Yu, Xiangfeng Yang, Qing Lei
Publication date: 2 September 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2021.111673
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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