Barrier option pricing formulas of an uncertain stock model
type: Item
instance of: scholarly article
title: Barrier option pricing formulas of an uncertain stock model
zbMATH Open document ID: 1479.91420
author: Kai Yao
author: Zhongfeng Qin
published in: Fuzzy Optimization and Decision Making
publication date: 2021-11-29T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7434885
zbMATH Keywords: stock model
zbMATH Keywords: barrier option
zbMATH Keywords: option pricing formula
zbMATH Keywords: uncertain finance
MaRDI profile type: Publication
full work available at URL: s10700-020-09333-w
OpenAlex ID: W3043604544
cites work: The pricing of options and corporate liabilities
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DOI: 10.1007/S10700-020-09333-W
description: scientific article; zbMATH DE number 7434885