Power Option Pricing Problem of Uncertain Exponential Ornstein-Uhlenbeck Model-Reference-Cited by-同舟云学术

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Power Option Pricing Problem of Uncertain Exponential Ornstein-Uhlenbeck Model

Published:2023 Issue: Volume: Page:
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Author:

Liu Yang,Lio Waichon

Publisher

Elsevier BV

Reference30 articles.

1. The pricing of option and corporate liabilities;F Black;Journal of Political Economy,1973

2. Valuation of power options under Hestons stochastic volatility model;J Kim;Journal of Economic Dynamics and Control,2012

3. Fuzzy process, hybrid process and uncertain process;B Liu;Journal of Uncertain Systems,2008

4. Some research problems in uncertainty theory;B Liu;Journal of Uncertain Systems,2009

Cited by 1 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. Barrier option pricing with floating interest rate based on uncertain exponential Ornstein–Uhlenbeck model;AIMS Mathematics;2024

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