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Research article

First published 2017-10

Option pricing formulas in a new uncertain stock model with floating interest rate

Lv Guiwen, Liu Lixia, Li Wenhan

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2025-6

Quantum Differential Machine Learning

Takayuki Sakuma

Quantum Economics and Finance

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Research article

First published 2021-04-22

Empirical study for uncertain finance

Han Tang, Wenfei Li

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2017-11

British put option on stocks under stochastic interest rate

Elvira P. De Lara-Tuprio, Felipe R. Sumalpong,

Model Assisted Statistics and Applications

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Research article

First published 2023-11-04

RETRACTED: Study on fuzzy fractional European option pricing model with Mittag-Leffler kernel

Hebatollah Hashemi, Reza Ezzati, Naser Mikaeilvand [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2011-3

Option Pricing Under Compound Bernoulli and Poisson Perturbations of AR(1) Log-Price Process

Tuhinsubhra Bhattacharya, Arindam Sengupta

Calcutta Statistical Association Bulletin

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Research article

First published 2014-3

Quasi-Monte Carlo Approach to Asian Options Pricing

N. Kubendran, Laxmi Sowmya Rachiraju, Aswini Kumar Mishra [...]

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2008-06

Australian Options

Manuel Moreno, Javier F. Navas

Australian Journal of Management

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Research article

First published 2006-12

Bayesian Prediction,Entropy,and Option Pricingx

F. Douglas Foster, Charles H. Whiteman

Australian Journal of Management

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Research article

First published 2011

Binomial options pricing has no closed-form solution

Evangelos Georgiadis

Algorithmic Finance

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