Valuation of European option under uncertain volatility model (Q1800249): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:44, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Valuation of European option under uncertain volatility model |
scientific article |
Statements
Valuation of European option under uncertain volatility model (English)
0 references
23 October 2018
0 references
uncertainty theory
0 references
uncertain finance
0 references
uncertain volatility model
0 references
European option pricing
0 references