Option pricing formula for stock model

MaRDI QIDQ2829733zbMATH OpenFDO

Authors Zhigang Wang, Baiguang Cai, Yigui Ou

Publication date 8 November 2016

Published in International Journal of Applied Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL http://www.ceser.in/ceserp/index.php/ijamas/article/view/708

zbMATH Keywords

American option price formulafuzzy differential equationfuzzy stock model

Mathematics Subject Classification ID

Fuzzy ordinary differential equations (34A07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20) Financial applications of other theories (91G80)

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• Option pricing formulas for generalized fuzzy stock model
• Fuzzy pricing of american options on stocks with known dividends and its algorithm
• Option pricing formulae for generalized stock model in uncertain financial market
• scientific article; zbMATH DE number 1944100 (Why is no real title available?)
• A new option pricing model for stocks in uncertainty markets
• A power option pricing model for stock price following geometric fractional Liu process
• Fractional Liu process with application to finance

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