European Spread Option Pricing with the Floating Interest Rate for Uncertain Financial Market

In this paper, we investigate the pricing problems of European spread options with the floating interest rate. In this model, uncertain differential equation and stochastic differential equation are used to describe the fluctuation of stock price and the floating interest rate, respectively. We deri...

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Bibliographic Details
Main Authors: Lidong Zhang, Yanmei Sun, Xiangbo Meng
Format: Article
Language:English
Published: Hindawi Limited 2020-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2020/2015845

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