Lookback option pricing problem of uncertain exponential Ornstein–Uhlenbeck model
Crossref DOI link: https://doi.org/10.1007/s00500-017-2558-y
Published Online: 2017-04-11
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gao, Yin
Yang, Xiangfeng
Fu, Zongfei
Funding for this research was provided by:
National Natural Science Foundation of China (61374082)
License valid from 2017-04-11