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American barrier option pricing formulas for currency model in uncertain environment - MaRDI portal

American barrier option pricing formulas for currency model in uncertain environment (Q2121207)

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scientific article; zbMATH DE number 7502214
Language Label Description Also known as
English
American barrier option pricing formulas for currency model in uncertain environment
scientific article; zbMATH DE number 7502214

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    American barrier option pricing formulas for currency model in uncertain environment (English)
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    1 April 2022
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    barrier option
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    currency model
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    option pricing
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    uncertain process
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