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Mathematical Problems in Engineering
Volume 2014 (2014), Article ID 786391, 16 pages
Research Article

The Pricing of Asian Options in Uncertain Volatility Model

School of Science, North China University of Technology, Beijing 100144, China

Received 2 December 2013; Accepted 29 April 2014; Published 16 June 2014

Academic Editor: Xiaodong Lin

Copyright © 2014 Yulian Fan and Huadong Zhang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Yulian Fan and Huadong Zhang, “The Pricing of Asian Options in Uncertain Volatility Model,” Mathematical Problems in Engineering, vol. 2014, Article ID 786391, 16 pages, 2014. doi:10.1155/2014/786391