A fuzzy approach to option pricing in a Levy process setting (Q5396437): Difference between revisions

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Latest revision as of 08:46, 7 July 2024

scientific article; zbMATH DE number 6255996
Language Label Description Also known as
English
A fuzzy approach to option pricing in a Levy process setting
scientific article; zbMATH DE number 6255996

    Statements

    A fuzzy approach to option pricing in a Levy process setting (English)
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    6 February 2014
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    option pricing
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    Lévy processes
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    minimal entropy martingale measure
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    fuzzy sets
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    Monte Carlo simulation
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