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A Stock Model with Varying Stock Diffusion for Uncertain Market

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Publication:4957440
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DOI10.1142/S0218488518500319zbMATH Open1470.91282OpenAlexW2809617364WikidataQ129636932 ScholiaQ129636932MaRDI QIDQ4957440

Author name not available (Why is that?)

Publication date: 8 September 2021

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218488518500319



zbMATH Keywords

uncertainty theoryEuropean optionuncertain financestock model


Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)



Related Items (5)

A Diffusion Model for Growth Stocks ⋮ A Microeconomic Approach to Diffusion Models For Stock Prices ⋮ A no-arbitrage theorem for uncertain stock model ⋮ Enhanced non-dominated sorting genetic algorithms for uncertain multi-objective shortest path problem: application to fire prevention services ⋮ Analysis of incomplete stock market with jump-diffusion uncertainty






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