Equity warrants pricing problem of mean-reverting model in uncertain environment
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Publication:2162540
DOI10.1016/J.PHYSA.2019.121593OpenAlexW2948943674WikidataQ127718224 ScholiaQ127718224MaRDI QIDQ2162540
Xiangfeng Yang, Samarjit Kar, Miao Tian
Publication date: 8 August 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2019.121593
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- Asian-barrier option pricing formulas of uncertain financial market
- Lookback option pricing problem of mean-reverting stock model in uncertain environment
- A numerical method for solving uncertain differential equations
- Uncertainty theory
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