Pages that link to "Item:Q1797745"
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The following pages link to Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation (Q1797745):
Displaying 14 items.
- Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (Q1800326) (← links)
- Uncertain strike lookback options pricing with floating interest rate (Q2036859) (← links)
- Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation (Q2100415) (← links)
- Parameter estimation of uncertain differential equation with application to financial market (Q2122963) (← links)
- Reliability analysis of general systems with bi-uncertain variables (Q2153588) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- An interest-rate model with jumps for uncertain financial markets (Q2161801) (← links)
- Bermudan options pricing formulas in uncertain financial markets (Q2169605) (← links)
- Optimal harvesting strategy based on uncertain logistic population model (Q2169608) (← links)
- An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility (Q2196453) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- Some results about uncertain differential equations with time-dependent delay (Q2284772) (← links)
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates (Q2296466) (← links)
- A new stability analysis of uncertain delay differential equations (Q2298023) (← links)