Pages that link to "Item:Q4651553"
From MaRDI portal
The following pages link to European option pricing under fuzzy environments (Q4651553):
Displayed 18 items.
- Option pricing and the Greeks under Gaussian fuzzy environments (Q780218) (← links)
- Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144) (← links)
- A reduced-form intensity-based model under fuzzy environments (Q907676) (← links)
- Application of possibility theory to investment decisions (Q928180) (← links)
- A study of Greek letters of currency option under uncertainty environments (Q984220) (← links)
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (Q992724) (← links)
- A jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
- The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← links)
- A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
- No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate (Q1794950) (← links)
- European barrier option pricing formulas of uncertain currency model (Q2100220) (← links)
- Interval pricing study of deposit insurance in China (Q2213396) (← links)
- Measuring interest rate risk with embedded option using HPL-MC method in fuzzy and stochastic environment (Q2221876) (← links)
- A European option pricing model in a stochastic and fuzzy environment (Q2248260) (← links)
- Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
- The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
- Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) (← links)
- PRICING STOCK OPTIONS USING BLACK-SCHOLES AND FUZZY SETS (Q3520384) (← links)