A jump-diffusion model for option pricing under fuzzy environments (Q1023093): Difference between revisions

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Latest revision as of 15:15, 1 July 2024

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A jump-diffusion model for option pricing under fuzzy environments
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    A jump-diffusion model for option pricing under fuzzy environments (English)
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    10 June 2009
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    fuzzy numbers
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    fuzzy random variable
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    European option pricing
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    fuzzy jump-diffusion model
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