PRICING ASIAN OPTIONS IN AN UNCERTAIN STOCK MODEL WITH FLOATING INTEREST RATE (Q5052343): Difference between revisions
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| Property / DOI: 10.1615/Int.J.UncertaintyQuantification.2018025270 / rank | |||
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| Property / author: Wei-wei Wang / rank | |||
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| Property / author: Wei-wei Wang / rank | |||
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| Property / MaRDI profile type: Publication / rank | |||
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| Property / full work available at URL: https://doi.org/10.1615/int.j.uncertaintyquantification.2018025270 / rank | |||
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| Property / OpenAlex ID: W2895921848 / rank | |||
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| Property / Wikidata QID: Q129057545 / rank | |||
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| Property / DOI: 10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2018025270 / rank | |||
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Latest revision as of 16:45, 30 December 2024
scientific article; zbMATH DE number 7623138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING ASIAN OPTIONS IN AN UNCERTAIN STOCK MODEL WITH FLOATING INTEREST RATE |
scientific article; zbMATH DE number 7623138 |
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PRICING ASIAN OPTIONS IN AN UNCERTAIN STOCK MODEL WITH FLOATING INTEREST RATE (English)
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24 November 2022
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