Narrow search
Showing 1 - 5 of 5
Cover Image
Uncertain contour process and its application in stock model with floating interest rate
Yao, Kai - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 4, pp. 399-424
Persistent link: https://www.econbiz.de/10011538477
Cover Image
Uncertain strike lookback options pricing with floating interest rate
Zhang, Lidong; Sun, Yanmei; Du, Ziping; Meng, Xiangbo - In: Review of derivatives research 24 (2021) 1, pp. 79-94
Persistent link: https://www.econbiz.de/10012498478
Cover Image
Valuation of interest rate ceiling and floor in uncertain financial market
Zhang, Zhiqiang; Ralescu, Dan A.; Liu, Weiqi - In: Fuzzy optimization and decision making : a journal of … 15 (2016) 2, pp. 139-154
Persistent link: https://www.econbiz.de/10011647292
Cover Image
Mean-reverting stock model with floating interest rate in uncertain environment
Sun, Yiyao; Su, Taoyong - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 2, pp. 235-255
Persistent link: https://www.econbiz.de/10011805601
Cover Image
Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption
Yang, Xiangfeng; Ke, Hua - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 3, pp. 447-462
Persistent link: https://www.econbiz.de/10014321905