Asian rainbow option pricing formulas of uncertain stock model (Q2100224)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asian rainbow option pricing formulas of uncertain stock model |
scientific article; zbMATH DE number 7621260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asian rainbow option pricing formulas of uncertain stock model |
scientific article; zbMATH DE number 7621260 |
Statements
Asian rainbow option pricing formulas of uncertain stock model (English)
0 references
21 November 2022
0 references
option pricing
0 references
Asian option
0 references
rainbow option
0 references
uncertain differential equation
0 references
0 references
0 references
