Options play a very important role in the financial market, and option pricing has become one of the focus issues discussed by the scholars. This paper proposes a new uncertain mean-reverting stock model with floating interest rate, where the interest rate is assumed to be the uncertain Cox-Ingersoll-Ross (CIR) model. The European option and American option pricing formulas are derived via the -path method. In addition, some mathematical properties of the uncertain option pricing formulas are discussed. Subsequently, several numerical examples are given to illustrate the effectiveness of the proposed model.

中文翻译：

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新型浮动利率不确定均值股票模型的期权定价公式

期权在金融市场中起着非常重要的作用，期权定价已成为学者们讨论的焦点问题之一。本文提出了一种新的具有浮动利率的不确定平均均值股票模型，其中假定利率为不确定的Cox-Ingersoll-Ross（CIR）模型。欧式期权和美式期权定价公式，通过导出-路径的方法。此外，还讨论了不确定期权定价公式的一些数学性质。随后，给出了几个数值示例来说明所提出模型的有效性。