European option pricing under fuzzy CEV model (Q2696948): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s10957-022-02108-w / rank
 
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Latest revision as of 22:09, 31 July 2024

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European option pricing under fuzzy CEV model
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    European option pricing under fuzzy CEV model (English)
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    17 April 2023
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    credibility measure
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    fuzzy differential equation
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    Liu process
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    option pricing
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    constant elasticity of variance
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