European barrier option pricing formulas of uncertain currency model

DOI10.1007/s00500-021-05808-zzbMath1498.91435OpenAlexW3157637947WikidataQ113904977 ScholiaQ113904977MaRDI QIDQ2100220

Jie Deng, Zhongfeng Qin

Publication date: 21 November 2022

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-021-05808-z

zbMATH Keywords

uncertain financeoption pricing formulabarrier currency option

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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• The Pricing of Options and Corporate Liabilities
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• A mean-reverting currency model in an uncertain environment
• Fuzzy pricing of American options on stocks with known dividends and its algorithm
• European option pricing under fuzzy environments
• A numerical method for solving uncertain differential equations
• Uncertainty theory

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