American Barrier Option Pricing Formulas for Stock Model in Uncertain Environment
In the foundation of uncertainty theory, uncertain stock model has been put forward to portray the price fluctuation of stocks in a market with uncertain information. In this paper, the model is depicted by uncertain differential equations involved by a Liu process that is a sequence of uncertain va...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2019-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/8759038/ |