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Asian Option Pricing Formula for Uncertain Financial Market

  • Sun J
  • Chen X
Journal of Uncertainty Analysis and Applications (2015) 3(1)
DOI: 10.1186/s40467-015-0035-7
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Abstract

Asian option is an important financial derivative instrument. It has been widely accepted by investors for its risk management property. Uncertain finance is a new field where the risk processes are described by uncertain processes. An asset price is assumed to follow a …

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Sun, J., & Chen, X. (2015). Asian Option Pricing Formula for Uncertain Financial Market. Journal of Uncertainty Analysis and Applications, 3(1). https://doi.org/10.1186/s40467-015-0035-7

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