Lookback option pricing problem of mean-reverting stock model in uncertain environment (Q2666685): Difference between revisions
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Revision as of 19:31, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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