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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cnsns.2014.07.021 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2005730882 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Cox processes and credit risky securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine processes and applications in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5506192 / 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: A jump-diffusion model for option pricing under fuzzy environments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy defaultable bonds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bond pricing under imprecise information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3716982 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy random variables / rank
 
Normal rank

Latest revision as of 08:49, 11 July 2024

scientific article
Language Label Description Also known as
English
A reduced-form intensity-based model under fuzzy environments
scientific article

    Statements

    A reduced-form intensity-based model under fuzzy environments (English)
    0 references
    0 references
    0 references
    26 January 2016
    0 references
    intensity-based model
    0 references
    fuzzy environments
    0 references
    derivative pricing
    0 references

    Identifiers