Barrier Options Pricing in Uncertain Financial Market

被引：0
|
作者：
Xu, Jianqiang
Peng, Jin
机构：
来源：
PROCEEDINGS OF THE EIGHTH INTERNATIONAL CONFERENCE ON INFORMATION AND MANAGEMENT SCIENCES | 2009年 / 8卷
关键词：
finance; barrier options; uncertain process; canonical process; option pricing formula;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In modem finance market, the option pricing problem is one of the most important contents. A barrier option is a derivative contract that is activated or extinguished when the price of the underlying asset passes a predetermined level. In this paper, pricing formulas for barrier options are defined in uncertain financial market and their pricing formulas concerning uncertain stock model are investigated.
引用
收藏
页码：821 / 826
页数：6
相关论文
共 50 条
12345