A study of Greek letters of currency option under uncertainty environments (Q984220): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzziness in valuing financial instruments by certainty equivalents. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The valuation of European options in uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing European options based on the fuzzy pattern of Black-Scholes formula. / rank
 
Normal rank
Property / cites work
 
Property / cites work: European option pricing under fuzzy environments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy coefficient volatility (FCV) models with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option valuation model with adaptive fuzzy numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Default reasoning and possibility theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On theoretical pricing of options with fuzzy estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating a fuzzy term structure of interest rates using fuzzy regression techniques. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A jump-diffusion model for option pricing under fuzzy environments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Soft computing in financial engineering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On possibilistic mean value and variance of fuzzy numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: On weighted possibilistic mean and variance of fuzzy numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3716982 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The concept of a linguistic variable and its application to approximate reasoning. III / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5566070 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3207999 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3345690 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The mean value of a fuzzy number / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank

Latest revision as of 00:03, 3 July 2024

scientific article
Language Label Description Also known as
English
A study of Greek letters of currency option under uncertainty environments
scientific article

    Statements

    A study of Greek letters of currency option under uncertainty environments (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    16 July 2010
    0 references
    fuzzy estimators
    0 references
    currency options
    0 references
    put-call parity
    0 references
    greeks
    0 references
    garman-kohlhagen option pricing formula
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers