Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends

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Publication:2156983

DOI10.1007/s00500-020-05177-zzbMath1491.91148OpenAlexW3043784508WikidataQ115606549 ScholiaQ115606549MaRDI QIDQ2156983

Yi Liu, Kai Yao

Publication date: 21 July 2022

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

Full work available at URL: https://doi.org/10.1007/s00500-020-05177-z






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