Theory and Practice of Uncertain Programming
Theory and Practice of Uncertain Programming
Existence and uniqueness theorem for uncertain differential equations
Fuzzy Optimization and Decision Making
UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
Cybernetics and Systems
On the convergence of uncertain sequences
Mathematical and Computer Modelling: An International Journal
Uncertain calculus with renewal process
Fuzzy Optimization and Decision Making
Uncertainty Theory: A Branch of Mathematics for Modeling Human Uncertainty
Uncertainty Theory: A Branch of Mathematics for Modeling Human Uncertainty
The maximum flow problem of uncertain network
Information Sciences: an International Journal
Stability in p-th moment for uncertain differential equation
Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology
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Stock model is used to describe the evolution of stock price in financial markets. Mean-reverting stock model in uncertain environment has been proposed to describe the stock price in long run. Arbitrage means that an investor can obtain profit without any risk, which does not exist in a complete market. This paper aims at proposing a sufficient condition as well as a necessary condition for an uncertain mean-reverting stock model being no-arbitrage. Besides, some examples are given to illustrate the usefulness of the no-arbitrage determinant theorem.