Asian rainbow option pricing formulas of uncertain stock model (Q2100224): Difference between revisions

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+https://doi.org/10.1007/s00500-021-05922-y
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+W3171291117
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+Pricing geometric Asian rainbow options under the mixed fractional Brownian motion
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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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+A general framework for pricing Asian options under stochastic volatility on parallel architectures
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+General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options
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+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
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+European option pricing model based on uncertain fractional differential equation
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+Option pricing when underlying stock returns are discontinuous
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+A reliable numerical method to price arithmetic Asian options
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+Barrier option pricing of mean-reverting stock model in uncertain environment
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+Options on the minimum or the maximum of two average prices
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+Pricing geometric Asian rainbow options under fractional Brownian motion
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+Asian option pricing with orthogonal polynomials
@@ Property / cites work: Asian option pricing with orthogonal polynomials / rank @@
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+A numerical method for solving uncertain differential equations
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+Asian-barrier option pricing formulas of uncertain financial market
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