[4], [5], [6], [7]. This paper will propose the some barrier option pricing formulas based on uncertain mean-reverting stock model. The rest of this paper is ...
This paper will propose the some barrier option pricing formulas based on uncertain mean-reverting stock model. The rest of this paper is set out as follows.
The barrier options become activated or extinguished only if the underlying asset's price reaches a predetermined level. Options of the former case are the ...
Jan 16, 2024 · The barrier options become activated or extinguished only if the underlying asset's price reaches a predetermined level.
Semantic Scholar extracted view of "Barrier option pricing of mean-reverting stock model in uncertain environment" by Miao Tian et al.
This paper proposes a mean-reverting stock model to investigate the lookback option in an uncertain environment. The lookback call and put options pricing ...
This paper investigates knock-in options based on the mean-reverting stock model within an uncertain environment where the interest rate is dynamic and the ...
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Dec 1, 2019 · The barrier options become activated or extinguished only if the underlying asset's price reaches a predetermined level.
Oct 20, 2023 · Knock-in options are a type of barrier option that become active when the value of the underlying asset exceeds a predetermined target.
Jan 16, 2024 · Barrier swaption is an exotic option, in which the option purchaser has the right to decide whether the swaption will come into effect ...