Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation

DOI10.1007/S00500-021-06074-9zbMath1498.91452OpenAlexW3193010189WikidataQ115606547 ScholiaQ115606547MaRDI QIDQ2100415

Geng Li, Huadong Wu, Xiangfeng Yang

Publication date: 22 November 2022

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-021-06074-9

zbMATH Keywords

uncertainty theoryuncertain processequity warrantexponential Ornstein-Uhlenbeck equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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