Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type

2020 ◽  
pp. 110409
Author(s):  
Ting Jin ◽  
Hui Ding ◽  
Hongxuan Xia ◽  
Jinfeng Bao
Keyword(s):  
Option Pricing ◽  
Reliability Index ◽  
Hitting Time ◽  
First Hitting Time ◽  
Barrier Option ◽  
Time Model ◽  
Barrier Option Pricing

scholarly journals An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing

2012 ◽  
Vol 04 (03) ◽  
pp. 89-93 ◽  
Author(s):  
Deng Ding ◽  
Zuoqiu Weng ◽  
Jingya Zhao
Keyword(s):  
Option Pricing ◽  
Barrier Option ◽  
Barrier Option Pricing

scholarly journals American Barrier Option Pricing Formulas for Stock Model in Uncertain Environment

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 97846-97856 ◽  
Author(s):  
Rong Gao ◽  
Kaixiang Liu ◽  
Zhiguo Li ◽  
Rongjie Lv
Keyword(s):  
Option Pricing ◽  
Barrier Option ◽  
Uncertain Environment ◽  
Stock Model ◽  
Barrier Option Pricing
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