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

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