Critical value-based Asian option pricing model for uncertain financial markets
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Publication:2159643
DOI10.1016/J.PHYSA.2019.04.022OpenAlexW2927059566WikidataQ128091017 ScholiaQ128091017MaRDI QIDQ2159643FDOQ2159643
Yuanguo Zhu, Ziqiang Lu, Bo Li
Publication date: 2 August 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.022
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Cited In (15)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model
- Title not available (Why is that?)
- Computing the reliability of mixed uncertain random \(k\)-out-of-\(n\) systems with multiple possible states
- On Caputo-Hadamard uncertain fractional differential equations
- Title not available (Why is that?)
- Age-structured population model under uncertain environment
- Asian-barrier option pricing formulas of uncertain financial market
- Analysis of a class of dynamic programming models for multi-stage uncertain systems
- Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market)
- Parameter estimation for uncertain fractional differential equations
- Solutions of linear uncertain fractional order neutral differential equations
- Option pricing formulas based on uncertain fractional differential equation
- Valuation of convertible bond based on uncertain fractional differential equation
- A fixed charge transportation problem with damageable items under uncertain environment
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