Options pricing with time changed Lévy processes under imprecise information (Q1794512): Difference between revisions

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Latest revision as of 22:07, 16 July 2024

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Options pricing with time changed Lévy processes under imprecise information
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    Options pricing with time changed Lévy processes under imprecise information (English)
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    15 October 2018
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    fuzzy measure
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    triangle-type fuzzy number
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    Lévy processes
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    stochastic volatility
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    imprecise information
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