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    Article

    Compound option pricing problem in uncertain environment

    A compound option, or option on option, is a kind of option that gives the investor a right to obtain the underlying option. Unlike the European option, pricing the compound options involves two periods and tw...

    Huadong Wu, Yaodong Ni, **angfeng Yang in Journal of Ambient Intelligence and Humani… (2024)

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    Article

    Equity warrants model based on uncertain exponential Ornstein–Uhlenbeck equation

    An equity warrant allows warrant holders to buy stocks of listed companies at a certain price on a promissory day. Classified by the time of exercise right, there are two types of equity warrant, namely Europe...

    Geng Li, **angfeng Yang, Huadong Wu in Soft Computing (2021)