Barrier option pricing of mean-reverting stock model in uncertain environment (Q1997677)
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scientific article; zbMATH DE number 7316762
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| English | Barrier option pricing of mean-reverting stock model in uncertain environment |
scientific article; zbMATH DE number 7316762 |
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Barrier option pricing of mean-reverting stock model in uncertain environment (English)
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2 March 2021
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uncertainty theory
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uncertain differential equation
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mean-reverting stock model
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barrier option
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0.8470022678375244
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0.7997032403945923
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0.7908958196640015
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0.7872857451438904
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0.7774532437324524
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