A reduced-form intensity-based model under fuzzy environments (Q907676): Difference between revisions

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+Ya-Ming Zhuang
@@ Property / author: Ya-Ming Zhuang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cnsns.2014.07.021
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@@ Property / OpenAlex ID @@
+W2005730882
@@ Property / OpenAlex ID: W2005730882 / rank @@
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@@ Property / cites work @@
+On Cox processes and credit risky securities
@@ Property / cites work: On Cox processes and credit risky securities / rank @@
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@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
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@@ Property / cites work @@
+Q5506192
@@ Property / cites work: Q5506192 / rank @@
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@@ Property / cites work @@
+Fuzziness in valuing financial instruments by certainty equivalents.
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@@ Property / cites work @@
+The valuation of European options in uncertain environment
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@@ Property / cites work @@
+A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty
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@@ Property / cites work @@
+Pricing European options based on the fuzzy pattern of Black-Scholes formula.
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@@ Property / cites work @@
+European option pricing under fuzzy environments
@@ Property / cites work: European option pricing under fuzzy environments / rank @@
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@@ Property / cites work @@
+Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options
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@@ Property / cites work @@
+A jump-diffusion model for option pricing under fuzzy environments
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+Fuzzy defaultable bonds
@@ Property / cites work: Fuzzy defaultable bonds / rank @@
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@@ Property / cites work @@
+Bond pricing under imprecise information
@@ Property / cites work: Bond pricing under imprecise information / rank @@
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@@ Property / cites work @@
+Fuzzy sets
@@ Property / cites work: Fuzzy sets / rank @@
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@@ Property / cites work @@
+Q3716982
@@ Property / cites work: Q3716982 / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy random variables
@@ Property / cites work: Fuzzy random variables / rank @@
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