American Barrier Option Pricing Formulas for Currency Model in Uncertain Environment.

Gao, Rong; Liu, Kaixiang; Li, Zhiguo; Lang, Liying

Gao, Rong; Liu, Kaixiang; Li, Zhiguo; Lang, Liying.

Afiliación

Gao R; School of Economics and Management, Hebei University of Technology, Tianjin, 300401 China.
Liu K; School of Economics and Management, Hebei University of Technology, Tianjin, 300401 China.
Li Z; School of Management Science and Engineering, Chongqing Technology and Business University, Chongqing, 400067 China.
Lang L; Hebei University of Technology, Tianjin, 300401 China.

J Syst Sci Complex ; 35(1): 283-312, 2022.

Article en En | MEDLINE | ID: mdl-33840983

Palabras clave

barrier option; currency model; option pricing; uncertain process

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Texto completo: 1 Colección: 01-internacional Base de datos: MEDLINE Tipo de estudio: Health_economic_evaluation Idioma: En Revista: J Syst Sci Complex Año: 2022 Tipo del documento: Article Pais de publicación: China

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