Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
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Cites work
- A new option pricing model for stocks in uncertainty markets
- A no-arbitrage theorem for uncertain stock model
- A numerical method for solving uncertain differential equations
- American option pricing formula for uncertain financial market
- Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation
- Option pricing for an uncertain stock model with jumps
- Uncertain contour process and its application in stock model with floating interest rate
- Uncertain differential equations
- Uncertain optimal control with application to a portfolio selection model
- Uncertain stock model with periodic dividends
- Uncertainty theory
- Valuation of power option for uncertain financial market
Cited in
(25)- Preface: Special issue on optimization with uncertain information: a perspective of soft computing
- Barrier option pricing of mean-reverting stock model in uncertain environment
- Uncertain strike lookback options pricing with floating interest rate
- Interest-rate products pricing problems with uncertain jump processes
- Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation
- Lookback option pricing problem of uncertain mean-reverting currency model
- Parameter estimation of uncertain differential equation with application to financial market
- Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type
- European option pricing under multifactor uncertain volatility model
- Equity warrants pricing problem of mean-reverting model in uncertain environment
- Bermudan options pricing formulas in uncertain financial markets
- Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate
- Asian-barrier option pricing formulas of uncertain financial market
- Lookback options pricing for uncertain financial market
- Lookback option pricing problem of mean-reverting stock model in uncertain environment
- Pricing a kind of looking back-reset options with Ornstein-Uhlenbeck processes
- scientific article; zbMATH DE number 1342363 (Why is no real title available?)
- Power option pricing problem based on uncertain mean-reverting stock model with floating interest rate
- Pricing lookback options on the stocks driven by exponential Ornstein-Uhlenbeck process
- European spread option pricing with the floating interest rate for uncertain financial market
- Uncertain finance: a systematic review of recent advances
- A study of American option pricing for uncertain currency models with exponential O-U process
- European option pricing under uncertain multifactor exponential Ornstein-Uhlenbeck volatility model
- Change-point tests for parameters of diffusion processes from discrete observations
- Pricing problem of external barrier options in uncertain financial market
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