Asian-barrier option pricing formulas of uncertain financial market (Q2213602): Difference between revisions

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+A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion
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+Q4999389
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+Normal rank
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+Uncertain stock model with periodic dividends
@@ Property / cites work: Uncertain stock model with periodic dividends / rank @@
+Normal rank
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+Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
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+Valuation of European option under uncertain volatility model
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+Option pricing for an uncertain stock model with jumps
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+Asymptotic approach to the pricing of geometric Asian options under the CEV model
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+Uncertainty theory
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+Normal rank
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+Q4905685
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+Normal rank
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+A simple and fast method for valuing American knock-out options with rebates
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+Q4999388
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+Normal rank
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+Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach
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+A space-time fractional derivative model for European option pricing with transaction costs in fractal market
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+Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation
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+A numerical method for solving uncertain differential equations
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+A no-arbitrage theorem for uncertain stock model
@@ Property / cites work: A no-arbitrage theorem for uncertain stock model / rank @@
+Normal rank
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+Uncertain contour process and its application in stock model with floating interest rate
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+Uncertain differential equations
@@ Property / cites work: Uncertain differential equations / rank @@
+Normal rank
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+Valuation of power option for uncertain financial market
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