@article{Hussain2024, 
author = {Javed Hussain and Saba Shahid and Tareq Saeed},
title = {Pricing forward-start style exotic options under uncertain stock models with periodic dividends},
year = {2024},
journal = {AIMS Mathematics},
volume = {9},
number = {9},
pages = {24934-24954},
keywords = {uncertain calculus, canonical process, uncertain measure, finance, uncertain variable, option pricing},
url = {https://www.sciopen.com/article/10.3934/math.20241215},
doi = {10.3934/math.20241215},
abstract = {In this study, we derived pricing formulas for various forward-start style exotic options based on an uncertain stock models with periodic dividends. Specifically, we present valuations for forward-start, Cliquet/Ratchet, and spread options. In addition, we conducted numerical simulations of these formulas and compared them to pricing formulas for the same options based on a dividend-paying stock model driven by standard Brownian motion.}
}