Lookback option pricing models based on the uncertain fractional-order differential equation with Caputo type
Author:
Funder
Priority Academic Program Development of Jiangsu Higher Education Institutions
Publisher
Springer Science and Business Media LLC
Subject
General Computer Science
Link
https://link.springer.com/content/pdf/10.1007/s12652-021-03516-y.pdf
Reference38 articles.
1. Alghalith M (2018) Pricing the american options using the black-scholes pricing formula. Phys A Stat Mech Appl 507:443–445
2. Carr P, Madan D (1999) Option valuation using the fast Fourier transform. J Comput Financ 2:61–73
3. Chen X (2011) American option pricing formula for uncertain financial market. Int J Oper Res 8:27–32
4. Conze A (1991) Path dependent options: the case of lookback options. J Financ 46(5):1893–1907
5. Cox J, Ross S, Rubinstein M (1979) Option pricing: a simplified approach. J Financ Econ 7:229–263
Cited by 33 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The option pricing problem based on the uncertain fractional volatility stock model;Soft Computing;2024-08-20
2. The Hadamard $$\psi $$-Caputo tempered fractional derivative in various types of fuzzy fractional differential equations;Soft Computing;2024-07-19
3. Intelligent predictive computing for functional differential system in quantum calculus;Journal of Ambient Intelligence and Humanized Computing;2024-03-22
4. Emergency Logistics Facilities Location Dual-Objective Modeling in Uncertain Environments;Sustainability;2024-02-06
5. Knock-out options pricing formulas in uncertain financial market with floating interest rate;Soft Computing;2024-01-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3