A new stock model for option pricing in uncertain environment
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Publication:2805843
zbMATH Open1336.91080MaRDI QIDQ2805843FDOQ2805843
Authors: Jin Peng, Shengguo Li 
Publication date: 13 May 2016
Published in: Iranian Journal of Fuzzy Systems (Search for Journal in Brave)
Full work available at URL: http://ijfs.usb.ac.ir/article_1568_239.html
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Cited In (14)
- European option pricing model based on uncertain fractional differential equation
- An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model
- Option pricing formulas for generalized fuzzy stock model
- Option pricing formulae for generalized stock model in uncertain financial market
- Uncertain stock model with periodic dividends
- A stock model with varying stock diffusion for uncertain market
- The stock value based on the GCS-BP's option pricing model
- Barrier option pricing formulas of an uncertain stock model
- Valuation of stock loan under uncertain stock model with floating interest rate
- A new option pricing model for stocks in uncertainty markets
- Option pricing formulas in a new uncertain stock model with floating interest rate
- Mean-reverting stock model with floating interest rate in uncertain environment
- Valuation of stock loan under uncertain environment
- Option pricing for an uncertain stock model with jumps
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