Lookback option pricing problem of uncertain mean-reverting currency model (Q2100489)
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scientific article; zbMATH DE number 7621722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lookback option pricing problem of uncertain mean-reverting currency model |
scientific article; zbMATH DE number 7621722 |
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Lookback option pricing problem of uncertain mean-reverting currency model (English)
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22 November 2022
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uncertainty theory
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uncertain differential equation
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lookback option pricing
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currency model
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