Option pricing formulas in a new uncertain stock model with floating interest rate (Q4599603)

From MaRDI portal





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
    0 references
    0 references
    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

    Identifiers