Mean-reverting stock model with floating interest rate in uncertain environment
type: Item
instance of: scholarly article
title: Mean-reverting stock model with floating interest rate in uncertain environment
zbMATH Open document ID: 1429.91329
author: Yiyao Sun
author: Taoyong Su
published in: Fuzzy Optimization and Decision Making
publication date: 2018-10-16T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H99
Mathematics Subject Classification ID: 34A07
zbMATH DE Number: 6955098
zbMATH Keywords: uncertainty theory
zbMATH Keywords: uncertain differential equation
zbMATH Keywords: stock model
zbMATH Keywords: option pricing formulas
MaRDI profile type: Publication
full work available at URL: s10700-016-9247-7
OpenAlex ID: W2401930306
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DOI: 10.1007/S10700-016-9247-7
description: scientific article; zbMATH DE number 6955098