Option pricing for an uncertain stock model with jumps
Author:
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
http://link.springer.com/content/pdf/10.1007/s00500-015-1635-3.pdf
Reference27 articles.
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3. Chen X (2011) American option pricing formula for uncertain financial market. Int J Oper Res 8(2):32–37
4. Chen X, Ralescu DA (2013) Liu process and uncertain calculus. J Uncertain Anal Appl 1:1–12
5. Chen X, Gao J (2013) Uncertain term structure model of interest rate. Soft Comput 17(4):597–604
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