Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (Q1800326): 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/s00500-017-2558-y / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2606376523 / rank | |||
Normal rank | |||
Revision as of 00:04, 20 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)
0 references
23 October 2018
0 references
uncertain variable
0 references
uncertain process
0 references
exponential Ornstein-Uhlenbeck model
0 references
lookback option
0 references
