Valuation of European option under uncertain volatility model (Q1800249)
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scientific article; zbMATH DE number 6963192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of European option under uncertain volatility model |
scientific article; zbMATH DE number 6963192 |
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Valuation of European option under uncertain volatility model (English)
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23 October 2018
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uncertainty theory
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uncertain finance
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uncertain volatility model
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European option pricing
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0.97979677
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0.9558813
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0.9469256
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0.94153607
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0.9241937
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