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In this paper, we consider two new stock models in which their differential equations are modeled by Liu process in uncertain environment. Firstly, we study the uncertain Scho¨bel–Zhu–Hull–White hybrid model and obtain its closed European call option pricing using Liu calculus. Also, we solve this model by Monte Carlo simulation to ensure the performance of Monte Carlo method. Our main purpose is to present a new model, uncertain Heston–CIR hybrid model, in which its uncertain differential equat

Author

s.ghasemalipour

Language

EN