American option pricing with imprecise risk-neutral probabilities (Q2379326): Difference between revisions

@@ Property / author @@
-Huguette Reynaerts
@@ Property / author: Huguette Reynaerts / rank @@
-Normal rank
@@ Property / author @@
+Huguette Reynaerts
@@ Property / author: Huguette Reynaerts / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ijar.2007.06.011
+Normal rank
@@ Property / OpenAlex ID @@
+W2054545513
@@ Property / OpenAlex ID: W2054545513 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving systems of linear fuzzy equations
@@ Property / cites work: Solving systems of linear fuzzy equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4887793
@@ Property / cites work: Q4887793 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
+Normal rank
@@ Property / cites work @@
+Fuzzy sets and systems. Theory and applications
@@ Property / cites work: Fuzzy sets and systems. Theory and applications / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039980
@@ Property / cites work: Q4039980 / rank @@
+Normal rank
@@ Property / cites work @@
+On the pricing of contingent claims under constraints
+Normal rank
@@ Property / cites work @@
+A multiperiod binomial model for pricing options in a vague world
+Normal rank
@@ Property / cites work @@
+Fuzzy linear systems of the form \(A_{1}x+b_{1}=A_{2}x+b_{2}\)
+Normal rank
@@ Property / cites work @@
+The solution of fuzzy linear systems by nonlinear programming: a financial application
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. I: The binomial asset pricing model.
+Normal rank
@@ Property / cites work @@
+Pricing European options based on the fuzzy pattern of Black-Scholes formula.
+Normal rank
@@ Property / cites work @@
+The valuation of European options in uncertain environment
+Normal rank
@@ Property / cites work @@
+A discrete-time model of American put option in an uncertain environment.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2379326