American barrier option pricing formulas for currency model in uncertain environment

DOI10.1007/s11424-021-0039-yzbMath1485.91225OpenAlexW3144105222WikidataQ113900267 ScholiaQ113900267MaRDI QIDQ2121207

Liying Lang, Zhiguo Li, Kaixiang Liu, Rong Gao

Publication date: 1 April 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-021-0039-y

zbMATH Keywords

option pricingbarrier optionuncertain processcurrency model

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Ordinary differential equations and systems with randomness (34F99)

Related Items (2)

American rainbow option pricing formulae in uncertain environment ⋮ Pricing rainbow option for uncertain financial market

Cites Work

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