基于不确定指数O-U过程带有浮动利率模型的亚式期权定价

刘兆鹏

Asian Option Pricing Formulas Based on the Uncertain Exponential Ornstein-Uhlenbeck Model with Floating Interest Rate

LIU Zhao-peng

运筹与管理 . 2022, (2): 205 -208 . DOI: 10.12005/orms.2022.0065