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Pricing of shout option in uncertain financial market - MaRDI portal

Pricing of shout option in uncertain financial market (Q6606144)

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scientific article; zbMATH DE number 7914039
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English
Pricing of shout option in uncertain financial market
scientific article; zbMATH DE number 7914039

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    Pricing of shout option in uncertain financial market (English)
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    16 September 2024
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    uncertainty theory
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    shout option
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    uncertain differential equation
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    nonparametric estimation
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