Author:
Gao Zhichao,Wang Xiaosheng,Ha Minghu
Funder
National Natural Science Foundation of China
Natural Science Foundation of Hebei Province
Social Science Foundation of Hebei Province
Publisher
Springer Science and Business Media LLC
Reference19 articles.
1. Black, F, Scholes, M: The pricing of options and corporate liabilities. J. Polit. Econ. 81(3), 637–654 (1973).
2. Chen, XW: American option pricing formula for uncertain financial market. Int. J. Oper. Res. 8(2), 32–37 (2011).
3. Chen, XW, Ralescu, DA: Liu process and uncertain calculus. J. Uncertainty Anal. Appl. 1, Article, 3 (2013).
4. Ji, X, Zhou, J: Option pricing for an uncertain stock model with jumps. Soft Comput. 19(11), 3323–3329 (2015).
5. Liu, BD: Uncertainty theory. 2nd ed. Springer-Verlag, Berlin (2007).
Cited by
9 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