科研之友
微信
新浪微博
Facebook
分享链接
摘要
The option-pricing problem is always an important part in modern finance. Assuming that the stock diffusion is a constant, some literature has introduced many stock models and given corresponding option pricing formulas within the framework of the uncertainty theory. In this paper, we propose a new stock model with uncertain stock diffusion for uncertain markets. Some option pricing formulas on the proposed uncertain stock model are derived and a numerical calculation is illustrated.
- 出版日期2014-6
- 单位黄冈师范学院
