Pages that link to "Item:Q289315"
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The following pages link to A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315):
Displaying 5 items.
- Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
- A simple method for generalized sequential compound options pricing (Q2406942) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)
- Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)
- An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion (Q6171132) (← links)
