Asian-barrier option pricing formulas of uncertain financial market (Q2213602): Difference between revisions

@@ 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 @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.chaos.2019.03.037
+Normal rank
@@ Property / OpenAlex ID @@
+W2927877475
@@ Property / OpenAlex ID: W2927877475 / rank @@
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@@ Property / cites work @@
+A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4999389
@@ Property / cites work: Q4999389 / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain stock model with periodic dividends
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+Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
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+Valuation of European option under uncertain volatility model
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+Option pricing for an uncertain stock model with jumps
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+Asymptotic approach to the pricing of geometric Asian options under the CEV model
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+Uncertainty theory
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+Q4905685
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+A simple and fast method for valuing American knock-out options with rebates
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+Q4999388
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+Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach
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+A space-time fractional derivative model for European option pricing with transaction costs in fractal market
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+Valuation of power option for uncertain financial market
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@@ Property / Wikidata QID @@
+Q128101769
@@ Property / Wikidata QID: Q128101769 / rank @@
+Normal rank