Option pricing formulas for uncertain financial market based on the exponential Ornstein–Uhlenbeck model
Crossref DOI link: https://doi.org/10.1007/s10845-014-1017-1
Published Online: 2014-12-13
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dai, Lanruo
Fu, Zongfei
Huang, Zhiyong
Text and Data Mining valid from 2014-12-13