Barrier option pricing formulas of an uncertain stock model
Kai Yao, Zhongfeng Qin
Topics & Concepts
Barrier optionUncertainty theoryStock (firearms)Path dependentExotic optionValuation of optionsMonte Carlo methods for option pricingEconometricsFinite difference methods for option pricingComputer scienceStock priceMathematical optimizationEconomicsBlack–Scholes modelMathematical economicsMathematicsEngineeringPaleontologyVolatility (finance)BiologyMechanical engineeringSeries (stratigraphy)Fuzzy Systems and OptimizationStochastic processes and financial applicationsRisk and Portfolio Optimization