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 / 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/10.1016/j.chaos.2019.03.037
+Normal rank
@@ Property / OpenAlex ID @@
+W2927877475
@@ Property / OpenAlex ID: W2927877475 / rank @@
+Normal rank
@@ 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
@@ Property / cites work: Uncertain stock model with periodic dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
+Normal rank
@@ Property / cites work @@
+Valuation of European option under uncertain volatility model
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+Option pricing for an uncertain stock model with jumps
+Normal rank
@@ Property / cites work @@
+Asymptotic approach to the pricing of geometric Asian options under the CEV model
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@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple and fast method for valuing American knock-out options with rebates
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@@ Property / cites work @@
+Q4999388
@@ Property / cites work: Q4999388 / rank @@
+Normal rank
@@ Property / cites work @@
+Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach
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@@ Property / cites work @@
+A space-time fractional derivative model for European option pricing with transaction costs in fractal market
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@@ Property / cites work @@
+Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation
+Normal rank
@@ Property / cites work @@
+A numerical method for solving uncertain differential equations
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@@ Property / cites work @@
+A no-arbitrage theorem for uncertain stock model
@@ Property / cites work: A no-arbitrage theorem for uncertain stock model / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain contour process and its application in stock model with floating interest rate
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@@ Property / cites work @@
+Uncertain differential equations
@@ Property / cites work: Uncertain differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Valuation of power option for uncertain financial market
+Normal rank
@@ Property / Wikidata QID @@
+Q128101769
@@ Property / Wikidata QID: Q128101769 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2213602