Pages that link to "Item:Q1794546"
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The following pages link to Uncertain contour process and its application in stock model with floating interest rate (Q1794546):
Displaying 33 items.
- Valuation of stock loan under uncertain stock model with floating interest rate (Q780313) (← links)
- An uncertain currency model with floating interest rates (Q1703677) (← links)
- No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate (Q1794950) (← links)
- Mean-reverting stock model with floating interest rate in uncertain environment (Q1794952) (← links)
- An uncertain chromatic number of an uncertain graph based on \(\alpha \)-cut coloring (Q1795036) (← links)
- Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation (Q1797745) (← links)
- Valuation of European option under uncertain volatility model (Q1800249) (← links)
- International investing in uncertain financial market (Q1800309) (← links)
- Asian option pricing problems of uncertain mean-reverting stock model (Q1800320) (← links)
- Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (Q1800326) (← links)
- Valuation of stock loan under uncertain environment (Q1800328) (← links)
- Two-factor term structure model with uncertain volatility risk (Q1800343) (← links)
- Barrier option pricing of mean-reverting stock model in uncertain environment (Q1997677) (← links)
- Numerical solution and parameter estimation for uncertain SIR model with application to COVID-19 (Q2052926) (← links)
- Age-structured population model under uncertain environment (Q2100438) (← links)
- Parameter estimation of uncertain differential equation with application to financial market (Q2122963) (← links)
- Knock-in options of an uncertain stock model with floating interest rate (Q2128141) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- Quasi-closed-form solution and numerical method for currency option with uncertain volatility model (Q2156574) (← links)
- Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
- Extreme values for solution to uncertain fractional differential equation and application to American option pricing model (Q2163743) (← links)
- An uncertain SIR rumor spreading model (Q2167025) (← links)
- Optimal harvesting strategy based on uncertain logistic population model (Q2169608) (← links)
- Pricing of equity swaps in uncertain financial market (Q2170340) (← links)
- Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate (Q2213406) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- European option pricing model based on uncertain fractional differential equation (Q2272429) (← links)
- Analysis of uncertain SIS epidemic model with nonlinear incidence and demography (Q2302438) (← links)
- Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market (Q2666233) (← links)
- Lookback option pricing problem of mean-reverting stock model in uncertain environment (Q2666685) (← links)
- Existence and uniqueness of solutions for uncertain nonlinear switched systems (Q2683227) (← links)
- Vulnerable European call option pricing based on uncertain fractional differential equation (Q2699270) (← links)
- An uncertain susceptible-infected-against-susceptible rumor spreading model (Q6103377) (← links)
