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Soft Computing
Erschienen in: Soft Computing 6/2022

04.01.2022 | Fuzzy systems and their mathematics

A new stock loan problem based on the mean-reverting equation in an uncertain environment

verfasst von: Xiaojing Yan, Xiangfeng Yang, Peng Zhang, Ziqian Zhang

Erschienen in: Soft Computing | Ausgabe 6/2022

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Abstract

This paper investigates the valuations of stock loan, the stock loan with cyclical dividends, and the stock loan with cap based on the uncertainty theory. Assuming that stock price can be described by an uncertain mean-reverting equation, the value formulas of stock loan, the stock loan with cyclical dividends, and the stock loan with cap are derived, respectively. Based on those formulas, the loan amount can be obtained. To verify the validity of the proposed models, we give some simulation examples.
Vorheriger Artikel A study of a lock fuzzy EPQ model with deterioration and stock and unit selling price-dependent demand using preservation technology
Nächster Artikel Some new logarithmic aggregation operators and their application to group decision making problem based on t-norm and t-conorm

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Metadaten
Titel
A new stock loan problem based on the mean-reverting equation in an uncertain environment
verfasst von
Xiaojing Yan
Xiangfeng Yang
Peng Zhang
Ziqian Zhang
Publikationsdatum
04.01.2022
Verlag
Springer Berlin Heidelberg
Erschienen in
Soft Computing / Ausgabe 6/2022
Print ISSN: 1432-7643
Elektronische ISSN: 1433-7479
DOI
https://doi.org/10.1007/s00500-021-06700-6

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