Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
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Publication:1800326
DOI10.1007/s00500-017-2558-yzbMath1398.91589OpenAlexW2606376523WikidataQ115606559 ScholiaQ115606559MaRDI QIDQ1800326
Xiangfeng Yang, Zongfei Fu, Yin Gao
Publication date: 23 October 2018
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-017-2558-y
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