In the high-risk modern financial market, option is an effective tool to hedge the risks caused by uncertain demand, the fluctuation of price and foreign exchange rate, because the option can provide the holder with an entitlement to sell or purchase an asset with an exercise price. The acquisition of this entitlement requires the investor to pay option fee, which raises the option pricing issue. This article analyzes how to price Geometric Asian barrier option for uncertain stock model, where barrier option becomes activated or inactivated depending on whether a given barrier level is hit. Here, we suppose that stock price obeys an uncertain differential equation, based on which the pricing formulas of Geometric Asian barrier option are discovered. Furthermore, to express how to use the pricing formulas to calculate corresponding option prices, some numerical examples are given.

在高风险的现代金融市场中，期权是一种有效的工具，可以对冲不确定的需求，价格和汇率波动所带来的风险，因为期权可以为持有人提供买卖资产的权利。行使价。获得此权利需要投资者支付期权费，这引起了期权定价问题。本文分析了如何为不确定的股票模型定价亚洲几何期权的价格，在这种情况下，根据是否达到给定的障碍水平，障碍期权会被激活还是被停用。在这里，我们假设股票价格服从一个不确定的微分方程，在此基础上发现了几何亚洲障碍期权的定价公式。此外，为了表达如何使用定价公式来计算相应的期权价格，