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Uncertain stock model with periodic dividends

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Abstract

This paper presents an uncertain stock model with periodic dividends based on uncertainty theory. Some option pricing formulae related to the proposed model are investigated and several numerical examples are discussed to illustrate the related formula.

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Authors and Affiliations

  1. Department of Risk Management and Insurance, Nankai University, Tianjin, 30071, China

    Xiaowei Chen

  2. Department of Industrial Engineering, Tsinghua University, Beijing, 100084, China

    Yuhan Liu

  3. Department of Mathematical Sciences, University of Cincinnati, Cincinnati, OH, 45221-0025, USA

    Dan A. Ralescu

Authors
  1. Xiaowei Chen
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  2. Yuhan Liu
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  3. Dan A. Ralescu
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Corresponding author

Correspondence to Dan A. Ralescu.

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Chen, X., Liu, Y. & Ralescu, D.A. Uncertain stock model with periodic dividends. Fuzzy Optim Decis Making 12, 111–123 (2013). https://doi.org/10.1007/s10700-012-9141-x

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  • DOI: https://doi.org/10.1007/s10700-012-9141-x

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