Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (Q1800326): Difference between revisions
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Revision as of 04:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model |
scientific article |
Statements
Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (English)
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23 October 2018
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uncertain variable
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uncertain process
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exponential Ornstein-Uhlenbeck model
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lookback option
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