Asian Option Pricing Formula for Uncertain Financial Market
نویسندگان
چکیده
منابع مشابه
American Option Pricing Formula for Uncertain Financial Market
Option pricing is the the core content of modern finance. American option is widely accepted by investors for its flexibility of exercising time. In this paper, American option pricing formula is calculated for uncertain financial market and some mathematical properties of them are discussed. In addition, some examples are proposed. keywords: finance, uncertain process, option pricing
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ژورنال
عنوان ژورنال: Journal of Uncertainty Analysis and Applications
سال: 2015
ISSN: 2195-5468
DOI: 10.1186/s40467-015-0035-7