Lookback option pricing problem of mean-reverting stock model in uncertain environment (Q2666685): Difference between revisions

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Revision as of 09:02, 5 March 2024

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Lookback option pricing problem of mean-reverting stock model in uncertain environment
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    Lookback option pricing problem of mean-reverting stock model in uncertain environment (English)
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    23 November 2021
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    uncertainty theory
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    uncertain differential equation
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    mean-reverting stock model
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    lookback option
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