Barrier option pricing of mean-reverting stock model in uncertain environment (Q1997677)
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scientific article; zbMATH DE number 7316762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barrier option pricing of mean-reverting stock model in uncertain environment |
scientific article; zbMATH DE number 7316762 |
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Barrier option pricing of mean-reverting stock model in uncertain environment (English)
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2 March 2021
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uncertainty theory
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uncertain differential equation
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mean-reverting stock model
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barrier option
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