Quasi-closed-form solution and numerical method for currency option with uncertain volatility model

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. [doi]

Authors

Zhe Li

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Yong-jun Liu

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Wei-Guo Zhang

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