Related references
Note: Only part of the references are listed.Valuation of interest rate ceiling and floor in uncertain financial market
Zhiqiang Zhang et al.
FUZZY OPTIMIZATION AND DECISION MAKING (2016)
Uncertain Calculus With Yao Process
Xiangfeng Yang et al.
IEEE TRANSACTIONS ON FUZZY SYSTEMS (2016)
Uncertain contour process and its application in stock model with floating interest rate
Kai Yao
FUZZY OPTIMIZATION AND DECISION MAKING (2015)
Option pricing for an uncertain stock model with jumps
Xiaoyu Ji et al.
SOFT COMPUTING (2015)
A no-arbitrage theorem for uncertain stock model
Kai Yao
FUZZY OPTIMIZATION AND DECISION MAKING (2015)
Uncertain Currency Model and Currency Option Pricing
Yuhan Liu et al.
INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS (2015)
Valuation of stock loans with jump risk
Ning Cai et al.
JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2014)
Uncertain stock model with periodic dividends
Xiaowei Chen et al.
FUZZY OPTIMIZATION AND DECISION MAKING (2013)
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem
A. Pascucci et al.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (2013)
Uncertain term structure model of interest rate
Xiaowei Chen et al.
SOFT COMPUTING (2013)
Stochastic volatility asymptotics of stock loans: Valuation and optimal stopping
Tat Wing Wong et al.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (2012)
Stock loan with automatic termination clause, cap and margin
Zongxia Liang et al.
COMPUTERS & MATHEMATICS WITH APPLICATIONS (2010)
UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
Yuanguo Zhu
CYBERNETICS AND SYSTEMS (2010)
VALUATION OF STOCK LOANS WITH REGIME SWITCHING
Qing Zhang et al.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2009)
Information costs and home bias: an analysis of US holdings of foreign equities
AG Ahearne et al.
JOURNAL OF INTERNATIONAL ECONOMICS (2004)