"European option pricing under uncertain multifactor exponential ..."

Li Li et al. (2025)

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DOI: 10.1007/S12190-025-02434-Y

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type: Journal Article

metadata version: 2025-07-31

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Li Li, Gang Shi, Lijing Zhou, Yuhong Sheng:
European option pricing under uncertain multifactor exponential Ornstein-Uhlenbeck volatility model. J. Appl. Math. Comput. 71(4): 5159-5184 (2025)

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