The Pricing of Obstacles Due Date of Option in the Uncertain Financial Market

摘要：

　　in this paper,obstacles due date of option pricing formula is obtained in the uncertain financial market.The formula solution is given by the method of fuzzy expect.In addition,some illustrative exampies are also documented.

关键词： Finance Obstacles due date of option uncertain process Canonical process Option pricing formula

作者: Jizhou Zhang Lei Xue Yi Fu

作者单位: College of Mathematics and Physics,Shanghai Normal University,Shanghai,200234

会议类型: 国内会议

会议名称: 第六届中国智能计算大会

会议地点: 开封

会议语种:英文

页码: 134-140

在线出版日期: 2012-05-25（万方平台首次上网日期，不代表论文的发表时间）