A multiperiod binomial model for pricing options in a vague world (Q951501): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy measures and asset prices: accounting for information ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4887793 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing: A simplified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Upper and Lower Probabilities Induced by a Multivalued Mapping / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy sets and systems. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794126 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Defuzzification: criteria and classification / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new approach for defuzzification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4271955 / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0165-1889(03)00060-5 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2088313916 / rank
 
Normal rank

Latest revision as of 10:20, 30 July 2024

scientific article
Language Label Description Also known as
English
A multiperiod binomial model for pricing options in a vague world
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references