Robust Pricing Model of Reload Stock Option under Uncertainty
ZHANG Hui1,2, CHEN Xiao-lan2, NIE Xiu-shan3
1.School of Economics, Shandong University, Jinan 250100, China;
2. School of Mathematics and Sciences, Shandong Finance University, Jinan 250014, China;
3. School of Computer & Information Engineering, Shandong Finance University, Jinan 250014, China
ZHANG Hui, CHEN Xiao-lan, NIE Xiu-shan. Robust Pricing Model of Reload Stock Option under Uncertainty[J]. Chinese Journal of Management Science, 2008, 16(1): 25-31.