Pricing rainbow option for uncertain financial market

Rainbow option refers to the whose payoff depends on at least two underlying risky assets, which is justifiably one of most significant tool hedge risk brought by uncertainty from financial market. Hence, pricing problem always an issue with great attention. In this paper, we assume that multiple dynamic stock prices obey uncertain differential equations without sharing dividends in framework theory. Then discuss rainbow for stocks a market information, give concepts and derive formulas five scenarios including maximum call, minimum put, put 2 call 1. Moreover, some corresponding examples are respectively taken illustrate cases.