American Barrier Option Pricing Formulas for Currency Model in Uncertain Environment
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s11424-021-0039-y.pdf
Reference39 articles.
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3. Black F and Scholes M S, The pricing of options and corporate liabilities, Journal of Political Economy, 1973, 81(3): 637–654.
4. Merton R C, Theory of rational option pricing, The Bell Journal of Economics and Management Science, 1973, 4(1): 141–183.
5. Cox J C, Ross S A, and Rubinstein M, Option pricing: A simplified approach, Journal of Financial Economics, 1979, 7(3): 229–263.
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