Pricing of shout option in uncertain financial market
Year of publication: |
2024
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Authors: | Yang, Xiangfeng ; Ni, Yaodong |
Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-2908, ZDB-ID 2065595-2. - Vol. 23.2024, 3, p. 449-467
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Subject: | Artificial Intelligence | Nonparametric estimation | Shout option | Uncertain differential equation | Uncertainty theory | Risiko | Risk | Optionspreistheorie | Option pricing theory | Künstliche Intelligenz | Artificial intelligence | Finanzmarkt | Financial market | Optionsgeschäft | Option trading |
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