Pages that link to "Item:Q1800320"
From MaRDI portal
The following pages link to Asian option pricing problems of uncertain mean-reverting stock model (Q1800320):
Displaying 13 items.
- Option pricing and the Greeks under Gaussian fuzzy environments (Q780218) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- Preface: Special issue on optimization with uncertain information: a perspective of soft computing (Q1800316) (← links)
- Asian rainbow option pricing formulas of uncertain stock model (Q2100224) (← links)
- Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type (Q2128243) (← links)
- Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
- Bermudan options pricing formulas in uncertain financial markets (Q2169605) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604) (← links)
- Lookback option pricing problem of mean-reverting stock model in uncertain environment (Q2666685) (← links)
- The fuzzy pricing of Asian options based on weighted possibilistic mean (Q2919721) (← links)
- Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate (Q5244323) (← links)
