Quasi-closed-form solution and numerical method for currency option with uncertain volatility model (Q2156574)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-closed-form solution and numerical method for currency option with uncertain volatility model |
scientific article |
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Quasi-closed-form solution and numerical method for currency option with uncertain volatility model (English)
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18 July 2022
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currency option pricing
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uncertain volatility model
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Runge-Kutta-99 hybrid method
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uncertain differential equation
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uncertainty theory
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