Valuation of stock loan under uncertain mean-reverting stock model.

Gang Shi Zhiqiang Zhang Yuhong Sheng

Published in: J. Intell. Fuzzy Syst. (2017)

Keyphrases

probabilistic model
formal model
mathematical model
high level
conceptual model
data mining
computational model
theoretical analysis
experimental data
statistical model
process model
theoretical framework
management system
cost function
long term
objective function
decision making