Pricing forward-start style exotic options under uncertain stock models with periodic dividends

Pricing forward-start style exotic options under uncertain stock models with periodic dividends

In this study, we derived pricing formulas for various forward-start style exotic options based on an uncertain stock models with periodic dividends. Specifically, we present valuations for forward-start, Cliquet/Ratchet, and spread options. In addition, we conducted numerical simulations of these f...

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Bibliographic Details
Main Authors: Javed Hussain, Saba Shahid, Tareq Saeed
Format: Article
Language:English
Published: AIMS Press 2024-08-01
Series:AIMS Mathematics
Subjects:
uncertain calculus
canonical process
uncertain measure
finance
uncertain variable
option pricing
Online Access:https://www.aimspress.com/article/doi/10.3934/math.20241215?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.20241215?viewType=HTML

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