Quasi-closed-form solution and numerical method for currency option with uncertain volatility model (Q2156574)
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scientific article; zbMATH DE number 7558880
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| English | Quasi-closed-form solution and numerical method for currency option with uncertain volatility model |
scientific article; zbMATH DE number 7558880 |
Statements
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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0.8715780973434448
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0.8494099974632263
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0.8452537059783936
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0.8232229351997375
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0.8157551288604736
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