Uncertain barrier American options pricing problems based on floating interest rate-Reference-Cited by-同舟云学术

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Uncertain barrier American options pricing problems based on floating interest rate

Published:2023-10-31 Issue:4 Volume:5 Page:255-265
ISSN:2524-6356
Container-title:Journal of Data, Information and Management
language:en
Short-container-title:J. of Data, Inf. and Manag.

Author:

Jia Lifen,Jiang Jiarui,Guo Fengjia^ORCID

Funder

Project of Teachers’ Constructions in Beijing Municipal Universities in the period of 14th Five-year Plan

R &D Program of Beijing Municipal Education Commission

Publisher

Springer Science and Business Media LLC

Subject

Development,Geography, Planning and Development

Link

https://link.springer.com/content/pdf/10.1007/s42488-023-00102-z.pdf

Reference26 articles.

1. Bachelier L (1990) Th’eorie de la sp’eculation. Annales Scientifiques De l’ecole Normale Suprieure 17(17):21–86

2. Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81(3):637–654

3. Chen X (2011) American option pricing formula for uncertain financial market. Int J Oper Res 8(2):32–37

4. Chen X, Liu B (2010) Existence and uniqueness theorem for uncertain differential equations. Fuzzy Optim Decis Making 9(1):69–81

5. Chen W, Li D, Liu Y (2018) A novel hybrid ICA-FA algorithm for multi-period uncertain portfolio optimization model based on multiple criteria. IEEE Trans Fuzzy Syst 27(5):1023–1036

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