Asian option pricing problems of uncertain mean-reverting stock model (Q1800320)
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scientific article; zbMATH DE number 6963298
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asian option pricing problems of uncertain mean-reverting stock model |
scientific article; zbMATH DE number 6963298 |
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Asian option pricing problems of uncertain mean-reverting stock model (English)
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23 October 2018
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uncertainty theory
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uncertain differential equation
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stock model
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Asian option
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0.8532436490058899
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0.8459327220916748
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0.8445783257484436
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0.8266215920448303
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0.8182469606399536
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