European spread option pricing with the floating interest rate for uncertain financial market
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Cites work
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- A no-arbitrage theorem for uncertain stock model
- A numerical method for solving uncertain differential equations
- American option pricing formula for uncertain financial market
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
- Mean-reverting stock model with floating interest rate in uncertain environment
- Numerical approach for solution to an uncertain fractional differential equation
- Power options pricing in uncertain environment
- Quasi-closed-form solution and numerical method for currency option with uncertain volatility model
- Social optimal mean field control problem for population growth model
- Stability in mean for uncertain differential equation with jumps
- The pricing of options and corporate liabilities
- Uncertain random programming with applications
- Uncertain random variables: a mixture of uncertainty and randomness
- Uncertain term structure model of interest rate
- Uncertainty theory
- Uncertainty theory
- Valuation of interest rate ceiling and floor in uncertain financial market
Cited in
(4)- Pricing of European call option under fuzzy interest rate
- Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads -- an explanation by means of a quanto option
- Option pricing based on uncertain fractional differential equation with floating interest rate
- Uncertain finance: a systematic review of recent advances
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