Study Of The Barrier Options Pricing Study Based On Uncertainty Theory

The option price is influenced by many factors. The practical option pricingproblem is often occur in the uncertain environment under the combined effect ofrandomness and fuzziness. With the deepening understanding uncertain theory,people are aware of the urgency and necessity of uncertainty theory to study theproblem of financial derivatives pricing. This paper mainly studies the barrier optionspricing problem in uncertain environment and is divided into five chapters:The first chapter, the preamble, including the introduction and the problem tobe solved in this paper.The second chapter, we study the obstacles due date of option pricing formulain uncertain financial market in both cases: Do not rely on the path, but there is anobstacle at the expiration time T; Rely on the path, there are n time periods, in eachtime period are likely to encounter obstacles.The third chapter, the pricing formula of barrier options in the uncertainfinancial market. The eight barrier options pricing formulas in uncertain financialmarket are deduced and proved.The fourth chapter, the pricing formula of double barriers options in theuncertain financial market. This paper studies the pricing formula of double barriersoptions which the stock price is not between two obstacles. The pricing formulas ofup-and-out call double barriers option and up-and-out put double barriers option arededuced and proved.The fifth chapter, conclusion and outlook section.