Valuation of European option under uncertain volatility model (Q1800249): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00500-017-2633-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2616402233 / rank | |||
Normal rank | |||
Revision as of 22:22, 19 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
