Authors
Xiaowei Chen, Yuhan Liu, Dan A Ralescu
Publication date
2013/3
Journal
Fuzzy Optimization and Decision Making
Volume
12
Pages
111-123
Publisher
Springer US
Description
This paper presents an uncertain stock model with periodic dividends based on uncertainty theory. Some option pricing formulae related to the proposed model are investigated and several numerical examples are discussed to illustrate the related formula.
Scholar articles
X Chen, Y Liu, DA Ralescu - Fuzzy Optimization and Decision Making, 2013