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"Lookback option pricing problem of uncertain mean-reverting currency model."

Yang Liu, Liying Liu (2021)

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DOI: 10.1007/S00500-021-06214-1

access: closed

type: Journal Article

metadata version: 2021-11-03

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  - journals/soco/LiuL21
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  - https://dblp.org/rec/journals/soco/LiuL21
Yang Liu, Liying Liu:
Lookback option pricing problem of uncertain mean-reverting currency model. Soft Comput. 25(23): 14785-14795 (2021)

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