Option pricing for an uncertain stock model with jumps (Q521732): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1007/s00500-015-1635-3 / rank | |||
Property / DOI | |||
Property / DOI: 10.1007/S00500-015-1635-3 / rank | |||
Normal rank |
Revision as of 03:24, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option pricing for an uncertain stock model with jumps |
scientific article |
Statements
Option pricing for an uncertain stock model with jumps (English)
0 references
12 April 2017
0 references
uncertain differential equation
0 references
uncertainty theory
0 references
option pricing formulas
0 references
uncertain finance
0 references