China's carbon emission allowance prices forecasting and option designing in uncertain environment
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Publication:6668720
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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
- Cross validation for uncertain autoregressive model
- Parameter estimation of uncertain differential equation with application to financial market
- Pricing and carbon reduction decisions for a new uncertain dual-channel supply chain under cap-and-trade regulation
- Pricing and valuation of carbon swap in uncertain finance market
- Pricing of equity swaps in uncertain financial market
- Pricing of shout option in uncertain financial market
- Residual analysis and parameter estimation of uncertain differential equations
- Solution method and parameter estimation of uncertain partial differential equation with application to China's population
- Uncertain hypothesis test for uncertain differential equations
- Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption
- Uncertain term structure model of interest rate
- Uncertainty theory
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