A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2022; you can also visit the original URL.
The file type is
Uncertain fractional differential equation is an excellent tool for modelling the uncertain dynamic process of stock price. This paper focuses on pricing lookback options, presents the fixed strike and floating strike lookback options pricing formulas for uncertain fractional differential equation with geometric canonical process and mean-reverting process, respectively. Besides, some numerical examples are also illustrated with respect to different fractional order.doi:10.21203/rs.3.rs-263591/v1 fatcat:r5vsxpj6lrbmnfsqvfzw2dvn44