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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...
| Autores principales: | , , , |
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| Format: | Online Artículo Texto |
| Sprog: | English |
| Udgivet: |
Academy of Mathematics and Systems Science, Chinese Academy of Sciences
2021
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| Fag: | |
| Online adgang: | 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 |