European option pricing under multifactor uncertain volatility model

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Publication:2153662

DOI10.1007/s00500-020-04919-3zbMath1489.91262OpenAlexW3019634278MaRDI QIDQ2153662

Farshid Mehrdoust, Sabahat Hassanzadeh

Publication date: 12 July 2022

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-020-04919-3




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