Rong Gao, Wei Wu, Jie Liu. Asian rainbow option pricing formulas of uncertain stock model. Soft Comput., 25(14):8849-8873, 2021. [doi]
@article{GaoWL21-1,
title = {Asian rainbow option pricing formulas of uncertain stock model},
author = {Rong Gao and Wei Wu and Jie Liu},
year = {2021},
doi = {10.1007/s00500-021-05922-y},
url = {https://doi.org/10.1007/s00500-021-05922-y},
researchr = {https://researchr.org/publication/GaoWL21-1},
cites = {0},
citedby = {0},
journal = {Soft Comput.},
volume = {25},
number = {14},
pages = {8849-8873},
}