Option pricing formulas in a new uncertain stock model with floating interest rate (Q4599603)
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: Option pricing formulas in a new uncertain stock model with floating interest rate |
scientific article; zbMATH DE number 6821772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing formulas in a new uncertain stock model with floating interest rate |
scientific article; zbMATH DE number 6821772 |
Statements
Option pricing formulas in a new uncertain stock model with floating interest rate (English)
0 references
4 January 2018
0 references
uncertain process
0 references
option pricing
0 references
European option
0 references
American option
0 references
Asian option
0 references