Quasi-closed-form solution and numerical method for currency option with uncertain volatility model

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Publication:2156574

DOI10.1007/s00500-020-04854-3zbMath1492.91381OpenAlexW3010694291MaRDI QIDQ2156574

Zhe Li, Wei-Guo Zhang, Yong-Jun Liu

Publication date: 18 July 2022

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

Full work available at URL: https://doi.org/10.1007/s00500-020-04854-3




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