A mean-reverting currency model in an uncertain environment
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Publication:2403446
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Cites work
- A numerical method for solving uncertain differential equations
- A stock model with jumps for uncertain markets
- American option pricing formula for uncertain financial market
- Existence and uniqueness theorem for uncertain differential equations
- Prospect Theory: An Analysis of Decision under Risk
- The pricing of options and corporate liabilities
- Theory and practice of uncertain programming.
- Uncertain stock model with periodic dividends
- Uncertain term structure model of interest rate
- Uncertainty distribution and independence of uncertain processes
- Uncertainty theory
Cited in
(22)- A stochastic simulation model of an optimum currency area
- A currency exchange rate model with jumps in uncertain environment
- International investing in uncertain financial market
- A new definition of cross-entropy for uncertain variables
- Modelling the dependency between currency and debt crises: an option based approach
- Solving high-order uncertain differential equations via Adams-Simpson method
- European barrier option pricing formulas of uncertain currency model
- Lookback option pricing problem of uncertain mean-reverting currency model
- American barrier option pricing formulas for currency model in uncertain environment
- On Parisian option pricing for uncertain currency model
- Quasi-closed-form solution and numerical method for currency option with uncertain volatility model
- Bermudan options pricing formulas in uncertain financial markets
- Valuing currency swap contracts in uncertain financial market
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates
- A new stability analysis of uncertain delay differential equations
- A mean-reverting currency model with floating interest rates in uncertain environment
- Multi-period mean-semivariance portfolio optimization based on uncertain measure
- Financial events risk assessment based on historical data analysis
- Uncertain hypothesis test for uncertain differential equations
- Uncertain generalized mean reversion interest rate risk model with applications to financial instruments
- Uncertain finance: a systematic review of recent advances
- A study of American option pricing for uncertain currency models with exponential O-U process
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