Knock-out options pricing formulas in uncertain financial market with floating interest rate
Lifen Jia, Dongao Li, Fengjia Guo, Yajuan Liu
Topics & Concepts
Interest rateMean reversionStock (firearms)Rendleman–Bartter modelFinancial marketEconometricsPath dependentStock marketValuation of optionsEconomicsComputer scienceFalling (accident)Financial economicsFinanceMathematical economicsEngineeringMechanical engineeringHorseEnvironmental healthMedicinePaleontologyBiologyFuzzy Systems and OptimizationStochastic processes and financial applicationsRisk and Portfolio Optimization