scientific article; zbMATH DE number 7368837
From MaRDI portal
Publication:4999389
zbMath1468.91164MaRDI QIDQ4999389
Publication date: 6 July 2021
Full work available at URL: http://www.orstw.org.tw/ijor/vol8no2/4-Vol_8,%20No_%202,%20pp_27-32.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (87)
American barrier option pricing formulas for currency model in uncertain environment ⋮ Parameter estimation of uncertain differential equation with application to financial market ⋮ Knock-in options of an uncertain stock model with floating interest rate ⋮ On Parisian option pricing for uncertain currency model ⋮ Continuous dependence theorems on solutions of uncertain differential equations ⋮ Uncertain bang-bang control problem for multi-stage switched systems ⋮ Quasi-closed-form solution and numerical method for currency option with uncertain volatility model ⋮ Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends ⋮ Saddle point equilibrium model for uncertain discrete systems ⋮ Critical value-based Asian option pricing model for uncertain financial markets ⋮ An interest-rate model with jumps for uncertain financial markets ⋮ Moment estimation for parameters in high-order uncertain differential equations ⋮ Equity warrants pricing problem of mean-reverting model in uncertain environment ⋮ Extreme values for solution to uncertain fractional differential equation and application to American option pricing model ⋮ Bermudan options pricing formulas in uncertain financial markets ⋮ Pricing of equity swaps in uncertain financial market ⋮ Almost sure stability for uncertain differential equation with jumps ⋮ Exponential stability of uncertain differential equation ⋮ A mean-reverting currency model in an uncertain environment ⋮ Stability of multi-dimensional uncertain differential equation ⋮ Almost convergence of complex uncertain double sequences ⋮ Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory ⋮ Parameter estimation in uncertain differential equations ⋮ Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market ⋮ Lookback option pricing problem of mean-reverting stock model in uncertain environment ⋮ Variation analysis of uncertain stationary independent increment processes ⋮ Uncertain calculus with renewal process ⋮ Some stability theorems of uncertain differential equation ⋮ Uncertain stock model with periodic dividends ⋮ American rainbow option pricing formulae in uncertain environment ⋮ Fractional Liu uncertain differential equation and its application to finance ⋮ Existence and uniqueness of solutions for uncertain nonlinear switched systems ⋮ IDEAL CONVERGENCE OF COMPLEX UNCERTAIN SEQUENCES IN 2-NORMED SPACES ULA¸S YAMANCI ⋮ Pricing rainbow option for uncertain financial market ⋮ A currency exchange rate model with jumps in uncertain environment ⋮ Vulnerable European call option pricing based on uncertain fractional differential equation ⋮ Uncertain term structure model of interest rate ⋮ Extreme value theorems of uncertain process with application to insurance risk model ⋮ Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate ⋮ Asian-barrier option pricing formulas of uncertain financial market ⋮ Uncertain zero-one law and convergence of uncertain sequence ⋮ Valuation of power option for uncertain financial market ⋮ ON PARANORMED TYPE p-ABSOLUTELY SUMMABLE UNCERTAIN SEQUENCE SPACES DEFINED BY ORLICZ FUNCTIONS ⋮ Unnamed Item ⋮ Hamming method for solving uncertain differential equations ⋮ Stability in mean for uncertain delay differential equations based on new Lipschitz conditions ⋮ Optimistic value model of multidimensional uncertain optimal control with jump ⋮ Uncertain calculus with finite variation processes ⋮ Option pricing for an uncertain stock model with jumps ⋮ Barrier option pricing of mean-reverting stock model in uncertain environment ⋮ Stability in mean for uncertain differential equation with jumps ⋮ European option pricing model based on uncertain fractional differential equation ⋮ Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems ⋮ Poincáre recurrence theorem in regular uncertain dynamic system ⋮ Consistency and consensus modeling of linear uncertain preference relations ⋮ Almost sure stability for uncertain differential equation ⋮ A no-arbitrage theorem for uncertain stock model ⋮ Stability in mean for uncertain differential equation ⋮ Uncertain contour process and its application in stock model with floating interest rate ⋮ Multi-dimensional uncertain differential equation: existence and uniqueness of solution ⋮ Valuation of interest rate ceiling and floor in uncertain financial market ⋮ No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate ⋮ Mean-reverting stock model with floating interest rate in uncertain environment ⋮ Uncertain strike lookback options pricing with floating interest rate ⋮ The uncertain premium principle based on the distortion function ⋮ Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation ⋮ Valuation of European option under uncertain volatility model ⋮ International investing in uncertain financial market ⋮ Asian option pricing problems of uncertain mean-reverting stock model ⋮ Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model ⋮ Valuation of stock loan under uncertain environment ⋮ Belief degree of optimal models for uncertain single-period supply chain problem ⋮ Almost convergence of complex uncertain triple sequences ⋮ Option pricing formulas based on uncertain fractional differential equation ⋮ A stock model with jumps for Itô-Liu financial markets ⋮ Lookback options pricing for uncertain financial market ⋮ \(S_{\lambda }(\mathcal{I})\)-convergence of complex uncertain sequence ⋮ Valuation of stock loan under uncertain stock model with floating interest rate ⋮ Uncertain population model ⋮ Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate ⋮ An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model ⋮ European barrier option pricing formulas of uncertain currency model ⋮ Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation ⋮ Pricing and recovery in a dual-channel closed-loop supply chain under uncertain environment ⋮ Lookback option pricing problem of uncertain mean-reverting currency model ⋮ RELIABILITY INDEX AND OPTION PRICING FORMULAS OF THE FIRST-HITTING TIME MODEL BASED ON THE UNCERTAIN FRACTIONAL-ORDER DIFFERENTIAL EQUATION WITH CAPUTO TYPE ⋮ Almost λ-Statistical Convergence of Complex Uncertain Sequences
Cites Work
This page was built for publication: