Power-barrier option pricing formulas in uncertain financial market with floating interest rate
Power-barrier option is a typical exotic option formed by attaching some restrictions to the power option, where the power option evolves from standard European option with the strike price and underlying good price attached to some power. Compared with the ordinary options, power-barrier option can...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2023-06-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.20231040?viewType=HTML |