Pages that link to "Item:Q5166839"

The following pages link to A numerical method for solving uncertain differential equations (Q5166839):

Displaying 50 items.

• Uncertain spring vibration equation (Q2086920) (← links)
• Residual analysis and parameter estimation of uncertain differential equations (Q2096662) (← links)
• An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (Q2100206) (← links)
• European barrier option pricing formulas of uncertain currency model (Q2100220) (← links)
• Asian rainbow option pricing formulas of uncertain stock model (Q2100224) (← links)
• Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region (Q2100422) (← links)
• Age-structured population model under uncertain environment (Q2100438) (← links)
• Lookback option pricing problem of uncertain mean-reverting currency model (Q2100489) (← links)
• Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump (Q2119526) (← links)
• First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model (Q2120695) (← links)
• American barrier option pricing formulas for currency model in uncertain environment (Q2121207) (← 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)
• Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type (Q2128243) (← links)
• On Parisian option pricing for uncertain currency model (Q2129431) (← links)
• New stability theorems of uncertain differential equations with time-dependent delay (Q2131483) (← links)
• On Caputo-Hadamard uncertain fractional differential equations (Q2137269) (← links)
• Parametric approximate optimal control of uncertain differential game with application to counter terror (Q2137281) (← links)
• Selection of uncertain differential equations using cross validation (Q2137532) (← links)
• Estimating time-varying parameters in uncertain differential equations (Q2139803) (← 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)
• Solutions of linear uncertain fractional-order delay differential equations (Q2156916) (← links)
• Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends (Q2156983) (← links)
• Moment estimation for parameters in high-order uncertain differential equations (Q2161891) (← links)
• Equity warrants pricing problem of mean-reverting model in uncertain environment (Q2162540) (← 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)
• Bermudan options pricing formulas in uncertain financial markets (Q2169605) (← links)
• Optimal harvesting strategy based on uncertain logistic population model (Q2169608) (← links)
• Pricing of equity swaps in uncertain financial market (Q2170340) (← links)
• Valuation of lookback option under uncertain volatility model (Q2171467) (← links)
• Uncertain seepage equation in fissured porous media (Q2171992) (← links)
• Stability analysis for uncertain nonlinear switched systems with infinite-time domain (Q2171993) (← links)
• Parameter estimation in uncertain differential equations (Q2177753) (← links)
• An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility (Q2196453) (← 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)
• Stability in mean for uncertain delay differential equations based on new Lipschitz conditions (Q2242662) (← links)
• Uncertain pharmacokinetic model based on uncertain differential equation (Q2243192) (← links)
• Solutions of linear uncertain fractional order neutral differential equations (Q2243294) (← links)
• Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model (Q2243307) (← links)
• A linear uncertain pharmacokinetic model driven by Liu process (Q2245876) (← links)
• Uncertain chemical reaction equation (Q2245956) (← links)
• Valuing currency swap contracts in uncertain financial market (Q2272419) (← links)
• European option pricing model based on uncertain fractional differential equation (Q2272429) (← links)
• Time integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond model (Q2287817) (← 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)
• Analysis of uncertain SIS epidemic model with nonlinear incidence and demography (Q2302438) (← links)