Lookback options pricing for uncertain financial market (Q2318289): Difference between revisions

@@ Property / author @@
-Zhi-Qiang Zhang
@@ Property / author: Zhi-Qiang Zhang / rank @@
-Normal rank
@@ Property / author @@
+Zhi-Qiang Zhang
@@ Property / author: Zhi-Qiang Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00500-018-3211-0
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@@ Property / OpenAlex ID @@
+W2802573242
@@ Property / OpenAlex ID: W2802573242 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4999389
@@ Property / cites work: Q4999389 / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain term structure model of interest rate
@@ Property / cites work: Uncertain term structure model of interest rate / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain stock model with periodic dividends
@@ Property / cites work: Uncertain stock model with periodic dividends / rank @@
+Normal rank
@@ Property / cites work @@
+QUANTO LOOKBACK OPTIONS
@@ Property / cites work: QUANTO LOOKBACK OPTIONS / rank @@
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@@ Property / cites work @@
+Lookback options with discrete and partial monitoring of the underlying price
+Normal rank
@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4999388
@@ Property / cites work: Q4999388 / rank @@
+Normal rank
@@ Property / cites work @@
+Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks
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@@ Property / cites work @@
+A numerical method for solving uncertain differential equations
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@@ Property / cites work @@
+Valuation of interest rate ceiling and floor in uncertain financial market
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@@ Property / cites work @@
+Valuation of stock loan under uncertain environment
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