Pages that link to "Item:Q2159643"
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The following pages link to Critical value-based Asian option pricing model for uncertain financial markets (Q2159643):
Displaying 14 items.
- Analysis of a class of dynamic programming models for multi-stage uncertain systems (Q2049773) (← links)
- Option pricing formulas based on uncertain fractional differential equation (Q2070754) (← links)
- A fixed charge transportation problem with damageable items under uncertain environment (Q2078659) (← links)
- Age-structured population model under uncertain environment (Q2100438) (← links)
- On Caputo-Hadamard uncertain fractional differential equations (Q2137269) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- Solutions of linear uncertain fractional order neutral differential equations (Q2243294) (← links)
- (Q5017398) (← links)
- Computing the reliability of mixed uncertain random \(k\)-out-of-\(n\) systems with multiple possible states (Q6056244) (← links)
- Parameter estimation for uncertain fractional differential equations (Q6102834) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Valuation of convertible bond based on uncertain fractional differential equation (Q6668718) (← links)
