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"Quasi-closed-form solution and numerical method for currency option with ..."

Zhe Li, Yong-Jun Liu, Wei-Guo Zhang (2020)

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DOI: 10.1007/S00500-020-04854-3

access: closed

type: Journal Article

metadata version: 2021-04-20

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Zhe Li, Yong-Jun Liu, Wei-Guo Zhang:
Quasi-closed-form solution and numerical method for currency option with uncertain volatility model. Soft Comput. 24(19): 15041-15057 (2020)

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