典型文献
American Barrier Option Pricing Formulas for Currency Model in Uncertain Environment
文献摘要：
Option pricing problem is one of the central issue in the theory of modern finance.Un-certain currency model has been put forward under the foundation of uncertainty theory as a tool to portray the foreign exchange rate in uncertain finance market.This paper uses uncertain differential equation involved by Liu process to dispose of the foreign exchange rate.Then an American barrier option of currency model in uncertain environment is investigated.Most important of all,the authors deduce the formulas to price four types of American barrier options for this currency model in uncertain environment by rigorous derivation.
文献关键词：
中图分类号：
作者姓名：
GAO Rong;LIU Kaixiang;LI Zhiguo;LANG Liying
作者机构：
School of Economics and Management,Hebei University of Technology,Tianjin 300401,China;School of Management Science and Engineering,Chongqing Technology and Business University,Chongqing 400067,China;Hebei University of Technology,Tianjin 300401,China
文献出处：
引用格式：
[1]GAO Rong;LIU Kaixiang;LI Zhiguo;LANG Liying-.American Barrier Option Pricing Formulas for Currency Model in Uncertain Environment)[J].系统科学与复杂性学报（英文版）,2022(01):283-312
A类：
B类：
American,Barrier,Option,Pricing,Formulas,Currency,Model,Uncertain,Environment,pricing,problem,one,central,issue,theory,modern,finance,currency,model,has,been,put,forward,under,foundation,uncertainty,tool,portray,foreign,exchange,rate,market,This,paper,uses,differential,equation,involved,by,Liu,process,dispose,Then,barrier,environment,investigated,Most,important,all,authors,deduce,formulas,price,four,types,options,this,rigorous,derivation
AB值：
0.630189
相似文献
机标中图分类号，由域田数据科技根据网络公开资料自动分析生成，仅供学习研究参考。
