Uncertain contour process and its application in stock model with floating interest rate
type: Item
instance of: scholarly article
title: Uncertain contour process and its application in stock model with floating interest rate
zbMATH Open document ID: 1429.91333
author: Kai Yao
published in: Fuzzy Optimization and Decision Making
publication date: 2018-10-15T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 34A07
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6954678
zbMATH Keywords: uncertain process
zbMATH Keywords: stock model
zbMATH Keywords: uncertain differential equation
zbMATH Keywords: uncertain finance
MaRDI profile type: Publication
full work available at URL: s10700-015-9211-y
OpenAlex ID: W2051563587
cites work: Q4999389
cites work: Uncertain term structure model of interest rate
cites work: Existence and uniqueness theorem for uncertain differential equations
cites work: Uncertain stock model with periodic dividends
cites work: Uncertainty theory
cites work: Extreme value theorems of uncertain process with application to insurance risk model
cites work: Uncertainty distribution and independence of uncertain processes
cites work: Q4999388
cites work: A numerical method for solving uncertain differential equations
DOI: 10.1007/S10700-015-9211-Y
description: scientific article; zbMATH DE number 6954678