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uncertain currency model
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European barrier option pricing formulas of uncertain currency model
Soft Computing
◽
10.1007/s00500-021-05808-z
◽
2021
◽
Author(s):
Jie Deng
◽
Zhongfeng Qin
Keyword(s):
Option Pricing
◽
Barrier Option
◽
Barrier Option Pricing
◽
Uncertain Currency Model
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On Parisian option pricing for uncertain currency model
Chaos Solitons & Fractals
◽
10.1016/j.chaos.2020.110561
◽
2021
◽
Vol 143
◽
pp. 110561
Author(s):
Jie Deng
◽
Zhongfeng Qin
Keyword(s):
Option Pricing
◽
Uncertain Currency Model
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An uncertain currency model with floating interest rates
Soft Computing
◽
10.1007/s00500-016-2224-9
◽
2016
◽
Vol 21
(22)
◽
pp. 6739-6754
◽
Cited By ~ 16
Author(s):
Xiao Wang
◽
Yufu Ning
Keyword(s):
Interest Rates
◽
Uncertain Currency Model
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Uncertain Currency Model and Currency Option Pricing
International Journal of Intelligent Systems
◽
10.1002/int.21680
◽
2014
◽
Vol 30
(1)
◽
pp. 40-51
◽
Cited By ~ 70
Author(s):
Yuhan Liu
◽
Xiaowei Chen
◽
Dan A. Ralescu
Keyword(s):
Option Pricing
◽
Currency Option
◽
Uncertain Currency Model
◽
Currency Option Pricing
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