Work

Valuation of Parisian Option Under Uncertain Exponential Ornstein–Uhlenbeck Model

Year: 2025

Type: article

Source: Journal of Uncertain Systems

DOI: 10.1142/s1752890925500321

Authors: Bo Gao, Yuanguo Zhu

Institution: Nanjing University of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4417247270

FWCI: 2.922

Cites: 24

Cited by: 3

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