{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,21]],"date-time":"2026-02-21T11:23:44Z","timestamp":1771673024099,"version":"3.50.1"},"reference-count":28,"publisher":"SAGE Publications","issue":"6","license":[{"start":{"date-parts":[[2018,6,22]],"date-time":"2018-06-22T00:00:00Z","timestamp":1529625600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/journals.sagepub.com\/page\/policies\/text-and-data-mining-license"}],"content-domain":{"domain":["journals.sagepub.com"],"crossmark-restriction":true},"short-container-title":["Journal of Intelligent &amp; Fuzzy Systems"],"published-print":{"date-parts":[[2018,6,22]]},"abstract":"<jats:p>Asian option is known as a derivation financial product. And uncertain finance takes uncertain situation into account, and there comes uncertain stock models based on uncertain theory. This paper follows the mean-reverting stock model which based in uncertain situations presented by Liu. The mean-reverting model under asian option is discussed in this paper. This paper deals with the problem of pricing an Asian currency option. Based on the principle of making fair deal, the pricing formula is verified. Furthermore, a simple discussions about the situation of single variable in the option pricing model are also drawn in this paper. Basic relations between parameters and result are also discussed.<\/jats:p>","DOI":"10.3233\/jifs-17536","type":"journal-article","created":{"date-parts":[[2018,6,26]],"date-time":"2018-06-26T15:03:01Z","timestamp":1530025381000},"page":"4261-4268","update-policy":"https:\/\/doi.org\/10.1177\/sage-journals-update-policy","source":"Crossref","is-referenced-by-count":5,"title":["Mean-reverting stock model and pricing rules for Asian currency option"],"prefix":"10.1177","volume":"34","author":[{"given":"Yuhong","family":"Sheng","sequence":"first","affiliation":[{"name":"College of Mathematical and System Sciences, Xinjiang University, Urumqi, China"}]},{"given":"Gang","family":"Shi","sequence":"additional","affiliation":[{"name":"School of Information Science and Engineering, Xinjiang University, Urumqi, China"}]}],"member":"179","published-online":{"date-parts":[[2018,6,22]]},"reference":[{"key":"e_1_3_2_2_2","doi-asserted-by":"publisher","DOI":"10.1086\/260062"},{"issue":"2","key":"e_1_3_2_3_2","first-page":"32","article-title":"American option pricing formula for uncertain financial market","volume":"8","author":"Chen X.W.","year":"2011","unstructured":"X.W.Chen, American option pricing formula for uncertain financial market, International Journal of Operations Research 8(2) (2011), 32\u201337.","journal-title":"International Journal of Operations Research"},{"key":"e_1_3_2_4_2","unstructured":"X.W.Chen Theory of Uncertain Finance http:\/\/orsc. edu.cn\/chen\/tuf.pdf"},{"key":"e_1_3_2_5_2","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-012-0927-0"},{"key":"e_1_3_2_6_2","doi-asserted-by":"publisher","DOI":"10.1007\/s10700-010-9073-2"},{"key":"e_1_3_2_7_2","doi-asserted-by":"publisher","DOI":"10.1007\/s10700-012-9141-x"},{"key":"e_1_3_2_8_2","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-014-1301-1"},{"key":"e_1_3_2_9_2","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-015-1635-3"},{"key":"e_1_3_2_10_2","unstructured":"B.Liu Uncertainty Theory 2nd ed. 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