Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (Q1800326)
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scientific article; zbMATH DE number 6963304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model |
scientific article; zbMATH DE number 6963304 |
Statements
Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (English)
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23 October 2018
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uncertain variable
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uncertain process
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exponential Ornstein-Uhlenbeck model
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lookback option
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0.93498194
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0.91861206
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0.9103367
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0.90409654
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0.9038025
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0.90161675
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