Interest-Rate Products Pricing Problems with Uncertain Jump Processes
Uncertain differential equations (UDEs) with jumps are an essential tool to model the dynamic uncertain systems with dramatic changes. The interest rates, impacted heavily by human uncertainty, are assumed to follow UDEs with jumps in ideal markets. Based on this assumption, two derivatives, namely,...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Wiley
2021-01-01
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| Edice: | Discrete Dynamics in Nature and Society |
| On-line přístup: | http://dx.doi.org/10.1155/2021/7398770 |
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