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Uncertain stock model with periodic dividends |
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| Authors: | Xiaowei Chen Yuhan Liu Dan A. Ralescu |
| Affiliation: | 1. Department of Risk Management and Insurance, Nankai University, Tianjin, 30071, China 2. Department of Industrial Engineering, Tsinghua University, Beijing, 100084, China 3. Department of Mathematical Sciences, University of Cincinnati, Cincinnati, OH, 45221-0025, USA |
| 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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