Asian rainbow option pricing formulas of uncertain stock model
نویسندگان
چکیده
منابع مشابه
A New Stock Model for Option Pricing in Uncertain Environment
The option-pricing problem is always an important part in modern finance. Assuming that the stock diffusion is a constant, some literature has introduced many stock models and given corresponding option pricing formulas within the framework of the uncertainty theory. In this paper, we propose a new stock model with uncertain stock diffusion for uncertain markets. Some option pricing formulas on...
متن کاملa new stock model for option pricing in uncertain environment
the option-pricing problem is always an important part in modern finance. assuming that the stock diffusion is a constant, some literature has introduced many stock models and given corresponding option pricing formulas within the framework of the uncertainty theory. in this paper, we propose a new stock model with uncertain stock diffusion for uncertain markets. some option pricing formulas on...
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ژورنال
عنوان ژورنال: Soft Computing
سال: 2021
ISSN: 1432-7643,1433-7479
DOI: 10.1007/s00500-021-05922-y