American Barrier Option Pricing Formulas for Currency Model in Uncertain Environment
Rong Gao, Liu Kaixiang, Zhiguo Li, Liying Lang
Topics & Concepts
CurrencyDispose patternForeign exchange marketUncertainty theoryExchange rateEconomicsBlack–Scholes modelForeign exchange riskForeign exchangeValuation of optionsMathematical economicsFinancial economicsComputer scienceMathematicsMathematical optimizationFinanceMonetary economicsProgramming languageVolatility (finance)Fuzzy Systems and OptimizationCapital Investment and Risk AnalysisAnalysis of environmental and stochastic processes