European barrier option pricing formulas of uncertain currency model
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
https://link.springer.com/content/pdf/10.1007/s00500-021-05808-z.pdf
Reference22 articles.
1. Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81(3):637–654
2. Chen X (2011) American option pricing formula for uncertain financial market. Int J Oper Res 8(2):32–37
3. Johnson HE (1983) An analytic approximation for the american put price. J Finan Quant Anal 18(1):141–148
4. Lee C, Tzeng G, Wang S (2005) A new application of fuzzy set theory to the black-scholes option pricing model. Expert Syst Appl 29(2):330–342
5. Liu B (2007a) Fuzzy process, hybrid process and uncertain process. J Uncert Syst 2:3–16
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