Uncertain fractional differential equations and an interest rate model

From MaRDI portal
Publication:3467126

DOI10.1002/mma.3335zbMath1333.34016OpenAlexW2026999635MaRDI QIDQ3467126

Yuanguo Zhu

Publication date: 26 January 2016

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.3335




Related Items (38)

First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index modelReliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo typeOn Caputo-Hadamard uncertain fractional differential equationsUncertain fractional forward difference equations for Riemann-Liouville typeSolutions of linear uncertain fractional-order delay differential equationsCritical value-based Asian option pricing model for uncertain financial marketsAn interest-rate model with jumps for uncertain financial marketsExtreme values for solution to uncertain fractional differential equation and application to American option pricing modelOptimal harvesting strategy based on uncertain logistic population modelOPTIMIZING RELIABILITY OF LINEAR FRACTIONAL DIFFERENCE SYSTEMS UNDER UNCERTAINTY AND RANDOMNESSMonotonicity theorem for the uncertain fractional differential equation and application to uncertain financial marketExistence and uniqueness of solutions to uncertain fractional switched systems with an uncertain stock modelReliability modeling of uncertain random fractional differential systems with competitive failuresNonparametric estimation for uncertain differential equationsParameter estimation for uncertain fractional differential equationsNecessary optimality conditions of fractional-order discrete uncertain optimal control problemsReliability analysis of the uncertain fractional‐order dynamic system with state constraintAn uncertain currency model with floating interest ratesVulnerable European call option pricing based on uncertain fractional differential equationUncertain fractional-order multi-objective optimization based on reliability analysis and application to fractional-order circuit with Caputo typeExistence and uniqueness of uncertain fractional backward difference equations of Riemann-Liouville typeUnnamed ItemAdams predictor-corrector method for solving uncertain differential equationComparison theorems and distributions of solutions to uncertain fractional difference equationsSolutions of linear uncertain fractional order neutral differential equationsNumerical approach for solution to an uncertain fractional differential equationEuropean option pricing model based on uncertain fractional differential equationNo-arbitrage theorem for multi-factor uncertain stock model with floating interest rateMean-reverting stock model with floating interest rate in uncertain environmentTime integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond modelInterest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equationTwo-factor term structure model with uncertain volatility riskOption pricing formulas based on uncertain fractional differential equationFinite-time stability of uncertain fractional difference equationsNonlinear impulsive problems for uncertain fractional differential equationsFINITE-TIME STABILITY IN MEAN FOR NABLA UNCERTAIN FRACTIONAL ORDER LINEAR DIFFERENCE SYSTEMSRELIABILITY INDEX AND OPTION PRICING FORMULAS OF THE FIRST-HITTING TIME MODEL BASED ON THE UNCERTAIN FRACTIONAL-ORDER DIFFERENTIAL EQUATION WITH CAPUTO TYPESTABILITY ANALYSIS OF NONLINEAR UNCERTAIN FRACTIONAL DIFFERENTIAL EQUATIONS WITH CAPUTO DERIVATIVE



Cites Work


This page was built for publication: Uncertain fractional differential equations and an interest rate model