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

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+Computing the CEV option pricing formula using the semiclassical approximation of path integral
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+The Pricing of Options and Corporate Liabilities
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+Valuing American-style options under the CEV model: an integral representation based method
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+Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
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+An efficient numerical method for pricing American put options under the CEV model
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+Uncertainty theory
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+A European option pricing model in a stochastic and fuzzy environment
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+The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options
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+Least-squares Monte-Carlo methods for optimal stopping investment under CEV models
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+Fuzzy Euler approximation and its local convergence
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+Option pricing formulas for generalized fuzzy stock model
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+Fuzzy sets
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+Fuzzy sets as a basis for a theory of possibility
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