"Barrier option pricing of mean-reverting stock model in uncertain environment."

Miao Tian, Xiangfeng Yang, Yi Zhang (2019)

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DOI: 10.1016/J.MATCOM.2019.04.009

access: closed

type: Journal Article

metadata version: 2021-11-22

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Miao Tian, Xiangfeng Yang, Yi Zhang:
Barrier option pricing of mean-reverting stock model in uncertain environment. Math. Comput. Simul. 166: 126-143 (2019)

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