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]
@article{LiLZ20-12,
title = {Quasi-closed-form solution and numerical method for currency option with uncertain volatility model},
author = {Zhe Li and Yong-jun Liu and Wei-Guo Zhang},
year = {2020},
doi = {10.1007/s00500-020-04854-3},
url = {https://doi.org/10.1007/s00500-020-04854-3},
researchr = {https://researchr.org/publication/LiLZ20-12},
cites = {0},
citedby = {0},
journal = {Soft Comput.},
volume = {24},
number = {19},
pages = {15041-15057},
}