Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends (Q2156983)
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scientific article; zbMATH DE number 7560885
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| English | Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends |
scientific article; zbMATH DE number 7560885 |
Statements
Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends (English)
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21 July 2022
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uncertainty theory
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uncertain finance
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dividend
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exponential Ornstein-Uhlenbeck model
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0.8384591937065125
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0.8213559985160828
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0.8061386346817017
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0.8027999997138977
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0.8026033639907837
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