"Lookback option pricing problem of uncertain exponential ..."

Yin Gao, Xiangfeng Yang, Zongfei Fu (2018)

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DOI: 10.1007/S00500-017-2558-Y

access: closed

type: Journal Article

metadata version: 2023-08-28

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Yin Gao, Xiangfeng Yang, Zongfei Fu:
Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model. Soft Comput. 22(17): 5647-5654 (2018)

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