Barrier option pricing of mean-reverting stock model in uncertain environment (Q1997677)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barrier option pricing of mean-reverting stock model in uncertain environment |
scientific article |
Statements
Barrier option pricing of mean-reverting stock model in uncertain environment (English)
0 references
2 March 2021
0 references
uncertainty theory
0 references
uncertain differential equation
0 references
mean-reverting stock model
0 references
barrier option
0 references
0 references
