Concepedia

Knock-out options pricing formulas in uncertain financial market with floating interest rate

Lifen Jia, Dongao Li, Fengjia Guo, Yajuan Liu

Soft Computing · 2024 · 11 citations · 31 references

DOI

Concepts

References

31

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

, , +13

Option pricing when underlying stock returns are discontinuous

Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text

, , +16

Monte Carlo methods for security pricing

Phelim Boyle, Mark Broadie, Paul Glasserman · Journal of Economic Dynamics and Control · 1997 · 875 citations

, , +14

Pricing American-style securities using simulation

Mark Broadie, Paul Glasserman · Journal of Economic Dynamics and Control · 1997 · 637 citations · Full text

, , +17

A numerical method for solving uncertain differential equations

Kai Yao, Xiaowei Chen · Journal of Intelligent & Fuzzy Systems · 2013 · 381 citations

, , +11