Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate

DOI10.1155/2020/3764589zbMath1459.91195OpenAlexW3097239442MaRDI QIDQ2213406

Zhaopeng Liu

Publication date: 1 December 2020

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/3764589

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items

Interest-rate products pricing problems with uncertain jump processes

Cites Work

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