Exponential Ornstein-Uhlenbeck model for Asian barrier option pricing in uncertain environment (Q6671902)
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scientific article; zbMATH DE number 7975355
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| English | Exponential Ornstein-Uhlenbeck model for Asian barrier option pricing in uncertain environment |
scientific article; zbMATH DE number 7975355 |
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Exponential Ornstein-Uhlenbeck model for Asian barrier option pricing in uncertain environment (English)
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27 January 2025
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option pricing
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exponential Ornstein-Uhlenbeck model
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Asian options
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barrier options
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uncertain variable
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