Bermudan options pricing formulas in uncertain financial markets (Q2169605)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bermudan options pricing formulas in uncertain financial markets |
scientific article |
Statements
Bermudan options pricing formulas in uncertain financial markets (English)
0 references
29 August 2022
0 references
Bermudan option
0 references
uncertain financial market
0 references
Liu process
0 references
uncertain differential equation
0 references
0 references
0 references
0 references
0 references
