Valuation of lookback option under uncertain volatility model (Q2171467): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Role of noise in a market model with stochastic volatility
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+VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS
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+Prospect Theory: An Analysis of Decision under Risk
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+Uncertainty theory
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+Existence and uniqueness theorem for uncertain differential equations
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+Some stability theorems of uncertain differential equation
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+A numerical method for solving uncertain differential equations
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+Knock-in options of an uncertain stock model with floating interest rate
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+Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type
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+European option pricing problems with fractional uncertain processes
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+On Parisian option pricing for uncertain currency model
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+Asian-barrier option pricing formulas of uncertain financial market
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+Valuation of stock loan under uncertain stock model with floating interest rate
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+Barrier option pricing formulas of an uncertain stock model
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+Barrier swaption pricing problem in uncertain financial market
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+Valuation of European option under uncertain volatility model
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+European option pricing under multifactor uncertain volatility model
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+Quasi-closed-form solution and numerical method for currency option with uncertain volatility model
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+Parameter estimation in uncertain differential equations
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+Parameter estimation of uncertain differential equation with application to financial market
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+Generalized moment estimation for uncertain differential equations
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+Uncertainty theory
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+Two-factor term structure model with uncertain volatility risk
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