Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility
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Cites work
- A new option pricing model for stocks in uncertainty markets
- A numerical method for solving uncertain differential equations
- American option pricing formula for uncertain financial market
- An uncertain differential equation for SIS epidemic model
- An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility
- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region
- European option pricing under multifactor uncertain volatility model
- Existence and uniqueness theorem for uncertain differential equations
- Fractional Liu uncertain differential equation and its application to finance
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
- Parameter estimation in uncertain differential equations
- Parameter estimation of uncertain differential equation with application to financial market
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- Uncertain energy model for electricity and gas futures with application in spark-spread option price
- Uncertain optimal control with application to a portfolio selection model
- Uncertain partial differential equation with application to heat conduction
- Uncertain regression analysis: an approach for imprecise observations
- Uncertain term structure model of interest rate
- Uncertain time series analysis with imprecise observations
- Uncertain wave equation with infinite half-boundary
- Uncertainty distribution and independence of uncertain processes
- Uncertainty theory
- Uncertainty theory
- Valuation of European option under uncertain volatility model
Cited in
(11)- Pricing of shout option in uncertain financial market
- Uncertain c-means clustering method with application to imprecise observations
- Nonparametric estimation of uncertain differential equations based on residuals
- Uncertain finance: a systematic review of recent advances
- Option price computation under binary control regime switching triple-factor stochastic volatility model
- A neural network-based method for pricing American options and assessing implied volatility under uncertainty
- Forecasting crude oil option prices with dynamic factors using integrated machine learning models
- Bermuda option pricing problem modeled by uncertain fractional differential equations and nonparametric estimation analysis
- A novel fractional first-hitting time model with floating interest rate and application in carbon barrier option
- Pricing formulas for Asian barrier options with floating interest rate in uncertain financial market
- Pricing problem of external barrier options in uncertain financial market
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