On Parisian option pricing for uncertain currency model
Jie Deng, Zhongfeng Qin
Topics & Concepts
CurrencyValuation of optionsVolatility (finance)Financial economicsProbabilistic logicBinary optionEconomicsAsian optionBusinessComputer scienceMonetary economicsArtificial intelligenceFuzzy Systems and OptimizationStochastic processes and financial applicationsRisk and Portfolio Optimization