Option pricing formula for stock model

被引:0
|
作者
Wang, Zhigang [1 ]
Ou, Yigui [1 ]
Cai, Baiguang [1 ]
机构
[1] Department of Mathematics, Hainan University, Haikou, 570228, China
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:49 / 55
相关论文
共 50 条
  • [1] Option Pricing Formula for Stock Model
    Wang, Zhigang
    Ou, Yigui
    Cai, Baiguang
    INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2012, 27 (03): : 49 - 55
  • [2] An option pricing formula for the GARCH diffusion model
    Barone-Adesi, G
    Rasmussen, H
    Ravanelli, C
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2005, 49 (02) : 287 - 310
  • [3] Option pricing for an uncertain stock model with jumps
    Ji, Xiaoyu
    Zhou, Jian
    SOFT COMPUTING, 2015, 19 (11) : 3323 - 3329
  • [4] OPTION PRICING MODEL AND RISK FACTOR OF STOCK
    GALAI, D
    MASULIS, RW
    JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 53 - 81
  • [5] Option pricing for an uncertain stock model with jumps
    Xiaoyu Ji
    Jian Zhou
    Soft Computing, 2015, 19 : 3323 - 3329
  • [6] OPTION PRICING FORMULAS FOR GENERALIZED FUZZY STOCK MODEL
    You, Cuilian
    Bo, Le
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2020, 16 (01) : 387 - 396
  • [7] The Pricing Formula of the Corporate Stock Option Theory and Its Derivation in Mat lab
    Wu, Leilei
    PROCEEDINGS OF CHINA PRIVATE ECONOMY INNOVATION INTERNATIONAL FORUM 2012, 2012, : 235 - 242
  • [8] Barrier option pricing formulas of an uncertain stock model
    Yao, Kai
    Qin, Zhongfeng
    FUZZY OPTIMIZATION AND DECISION MAKING, 2021, 20 (01) : 81 - 100
  • [9] A NEW STOCK MODEL FOR OPTION PRICING IN UNCERTAIN ENVIRONMENT
    Li, S.
    Peng, J.
    IRANIAN JOURNAL OF FUZZY SYSTEMS, 2014, 11 (03): : 27 - 41
  • [10] Barrier option pricing formulas of an uncertain stock model
    Kai Yao
    Zhongfeng Qin
    Fuzzy Optimization and Decision Making, 2021, 20 : 81 - 100