American Barrier Option Pricing Formulas for Currency Model in Uncertain Environment

GAO Rong, LIU Kaixiang, LI Zhiguo, LANG Liying

Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (1) : 283-312.

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Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (1) : 283-312. DOI: 10.1007/s11424-021-0039-y

American Barrier Option Pricing Formulas for Currency Model in Uncertain Environment

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2022, 35(1): 283-312 https://doi.org/10.1007/s11424-021-0039-y

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