Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate (Q5244323)
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scientific article; zbMATH DE number 7134313
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate |
scientific article; zbMATH DE number 7134313 |
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Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate (English)
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20 November 2019
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power option
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option pricing
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uncertain mean-reverting model
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floating interest rate
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