{"id":"https://openalex.org/W2396734532","doi":"https://doi.org/10.1007/s10700-016-9246-8","title":"No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate","display_name":"No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate","publication_year":2016,"publication_date":"2016-05-17","ids":{"openalex":"https://openalex.org/W2396734532","doi":"https://doi.org/10.1007/s10700-016-9246-8","mag":"2396734532"},"language":"en","primary_location":{"id":"doi:10.1007/s10700-016-9246-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10700-016-9246-8","pdf_url":null,"source":{"id":"https://openalex.org/S93986401","display_name":"Fuzzy Optimization and Decision Making","issn_l":"1568-4539","issn":["1568-4539","1573-2908"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fuzzy Optimization and Decision Making","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101514613","display_name":"Xiaoyu Ji","orcid":"https://orcid.org/0000-0003-2524-8363"},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiaoyu Ji","raw_affiliation_strings":["School of Business, Renmin University of China, Beijing, 100872, China"],"affiliations":[{"raw_affiliation_string":"School of Business, Renmin University of China, Beijing, 100872, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5060783466","display_name":"Hua Ke","orcid":"https://orcid.org/0000-0001-7206-1994"},"institutions":[{"id":"https://openalex.org/I116953780","display_name":"Tongji University","ror":"https://ror.org/03rc6as71","country_code":"CN","type":"education","lineage":["https://openalex.org/I116953780"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Hua Ke","raw_affiliation_strings":["School of Economics and Management, Tongji University, Shanghai, 200092, China"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Tongji University, Shanghai, 200092, China","institution_ids":["https://openalex.org/I116953780"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5060783466"],"corresponding_institution_ids":["https://openalex.org/I116953780"],"apc_list":{"value":2590,"currency":"EUR","value_usd":3390},"apc_paid":null,"fwci":0.7327,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.75220097,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":95},"biblio":{"volume":"16","issue":"2","first_page":"221","last_page":"234"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9879999756813049,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9642000198364258,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.6933066844940186},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.48069316148757935},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4721888303756714},{"id":"https://openalex.org/keywords/interest-rate","display_name":"Interest rate","score":0.4621812105178833},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4489523470401764},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3528308868408203},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.28828102350234985},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.19701772928237915},{"id":"https://openalex.org/keywords/materials-science","display_name":"Materials science","score":0.06913372874259949}],"concepts":[{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.6933066844940186},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.48069316148757935},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4721888303756714},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.4621812105178833},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4489523470401764},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3528308868408203},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.28828102350234985},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.19701772928237915},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.06913372874259949},{"id":"https://openalex.org/C191897082","wikidata":"https://www.wikidata.org/wiki/Q11467","display_name":"Metallurgy","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10700-016-9246-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10700-016-9246-8","pdf_url":null,"source":{"id":"https://openalex.org/S93986401","display_name":"Fuzzy Optimization and Decision Making","issn_l":"1568-4539","issn":["1568-4539","1573-2908"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fuzzy Optimization and Decision Making","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:fuzodm:v:16:y:2017:i:2:d:10.1007_s10700-016-9246-8","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10700-016-9246-8","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1101679651","display_name":null,"funder_award_id":"71371141","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G2346239197","display_name":null,"funder_award_id":"71171191","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320335787","display_name":"Fundamental Research Funds for the Central Universities","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W140323130","https://openalex.org/W774935708","https://openalex.org/W1964364544","https://openalex.org/W1968509795","https://openalex.org/W1984253589","https://openalex.org/W2012375759","https://openalex.org/W2021171753","https://openalex.org/W2026999635","https://openalex.org/W2033972209","https://openalex.org/W2051563587","https://openalex.org/W2054467010","https://openalex.org/W2054804749","https://openalex.org/W2056720377","https://openalex.org/W2057112219","https://openalex.org/W2071575826","https://openalex.org/W2077791698","https://openalex.org/W2139905755","https://openalex.org/W2151376743","https://openalex.org/W2162398911","https://openalex.org/W2163991121","https://openalex.org/W2188165202","https://openalex.org/W2274279545","https://openalex.org/W2912189486","https://openalex.org/W3121638816","https://openalex.org/W4206830167","https://openalex.org/W4240177361","https://openalex.org/W4285719527","https://openalex.org/W6605752786","https://openalex.org/W6678868654","https://openalex.org/W6682597882"],"related_works":["https://openalex.org/W3124616626","https://openalex.org/W3125573662","https://openalex.org/W3140311013","https://openalex.org/W3123672265","https://openalex.org/W4231412345","https://openalex.org/W3125739650","https://openalex.org/W3123661710","https://openalex.org/W3188950768","https://openalex.org/W4214559097","https://openalex.org/W2159946765"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
