No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate
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DOI: 10.1007/s10700-016-9246-8
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References listed on IDEAS
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Cited by:
- Ziqiang Lu & Hongyan Yan & Yuanguo Zhu, 2019. "European option pricing model based on uncertain fractional differential equation," Fuzzy Optimization and Decision Making, Springer, vol. 18(2), pages 199-217, June.
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Keywords
Finance; Stock model; No-arbitrage principle; Uncertain differential equation;All these keywords.
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