American Barrier Option Pricing Formulas for Currency Model in Uncertain Environment

Option pricing problem is one of the central issue in the theory of modern finance. Uncertain currency model has been put forward under the foundation of uncertainty theory as a tool to portray the foreign exchange rate in uncertain finance market. This paper uses uncertain differential equation inv...

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Detalles Bibliográficos
Autores principales: Gao, Rong, Liu, Kaixiang, Li, Zhiguo, Lang, Liying
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Academy of Mathematics and Systems Science, Chinese Academy of Sciences 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8019689/
https://www.ncbi.nlm.nih.gov/pubmed/33840983
http://dx.doi.org/10.1007/s11424-021-0039-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8019689/
https://www.ncbi.nlm.nih.gov/pubmed/33840983
http://dx.doi.org/10.1007/s11424-021-0039-y

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