Valuation of European option under uncertain volatility model
Author:
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
http://link.springer.com/article/10.1007/s00500-017-2633-4/fulltext.html
Reference29 articles.
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4. Chen X, Liu B (2010) Existence and uniqueness theorem for uncertain differential equations. Fuzzy Optim Decis Mak 9(1):69–81
5. Chen X, Ralescu D (2013) Liu process and uncertain calculus. J Uncertain Anal Appl 1:3
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