Barrier option pricing of mean-reverting stock model in uncertain environment
type: Item
instance of: scholarly article
title: Barrier option pricing of mean-reverting stock model in uncertain environment
author: Yanyan Li
published in: Mathematics and Computers in Simulation
publication date: 2021-03-02T00:00:00Z
Mathematics Subject Classification ID: 91Gxx
zbMATH DE Number: 7316762
zbMATH Keywords: uncertainty theory
zbMATH Keywords: uncertain differential equation
zbMATH Keywords: mean-reverting stock model
zbMATH Keywords: barrier option
MaRDI profile type: Publication
full work available at URL: j.matcom.2019.04.009
OpenAlex ID: W2946244885
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DOI: 10.1016/J.MATCOM.2019.04.009
description: scientific article; zbMATH DE number 7316762