Pricing exotic options in the incomplete market: an imprecise probability method

DOI10.1002/asmb.2668MaRDI QIDQ6580712

Frank P. A. Coolen, Ting He, Tahani Coolen-Maturi

Publication date: 29 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

uncertaintyincomplete marketimprecise probabilityexotic optionnonparametric predictive inference

Mathematics Subject Classification ID

Statistics (62-XX)

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