Uncertain Stochastic Option Pricing in the Presence of Uncertain Jumps (Q5872460)
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scientific article; zbMATH DE number 7646981
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| English | Uncertain Stochastic Option Pricing in the Presence of Uncertain Jumps |
scientific article; zbMATH DE number 7646981 |
Statements
Uncertain Stochastic Option Pricing in the Presence of Uncertain Jumps (English)
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30 January 2023
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uncertain stochastic differential equations
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uncertain jumps
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aleatory uncertainty
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epistemic uncertainty
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American call options
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0.8338803648948669
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0.8314493298530579
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0.8091387748718262
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0.7928329706192017
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0.7674146890640259
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