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Asian option is a important instrument of financial market.It has been widely accepted by investors for its risk management property.Uncertain finance is an application of uncertainty process in the field of finance where the asset price is assmed following undertain differential equation.In this paper, Asian option is proposed for uncertain financial market.Besides, Asian option pricing formulae are derived for uncertain financial market and some mathematical properties are investgated.Since the average price is presented in the pricing formula which is hard to compute, Yao-Chen formula is employed in solving this problem.Finally, some numerical examples are discussed.