Mean-reverting stock model with floating interest rate in uncertain environment (Q1794952)
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scientific article; zbMATH DE number 6955098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-reverting stock model with floating interest rate in uncertain environment |
scientific article; zbMATH DE number 6955098 |
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Mean-reverting stock model with floating interest rate in uncertain environment (English)
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16 October 2018
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uncertainty theory
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uncertain differential equation
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stock model
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option pricing formulas
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