No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate
type: Item
instance of: scholarly article
title: No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate
zbMATH Open document ID: 1429.91321
author: Xiaoyu Ji
author: Hua Ke
published in: Fuzzy Optimization and Decision Making
publication date: 2018-10-16T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H99
zbMATH DE Number: 6955097
zbMATH Keywords: finance
zbMATH Keywords: stock model
zbMATH Keywords: no-arbitrage principle
zbMATH Keywords: uncertain differential equation
MaRDI profile type: Publication
full work available at URL: s10700-016-9246-8
OpenAlex ID: W2396734532
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DOI: 10.1007/S10700-016-9246-8
description: scientific article; zbMATH DE number 6955097