A jump-diffusion model for option pricing under fuzzy environments (Q1023093): Difference between revisions

@@ Property / author @@
-Wei-jun Xu
@@ Property / author: Wei-jun Xu / rank @@
-Normal rank
@@ Property / author @@
+Wei-jun Xu
@@ Property / author: Wei-jun Xu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2008.09.003
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+W2023410638
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@@ Property / cites work @@
+Q3345690
@@ Property / cites work: Q3345690 / rank @@
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+Estimating a fuzzy term structure of interest rates using fuzzy regression techniques.
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+The Pricing of Options and Corporate Liabilities
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+On possibilistic mean value and variance of fuzzy numbers
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+Q4887793
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+The mean value of a fuzzy number
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+A Jump-Diffusion Model for Option Pricing
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@@ links / mardi / name / links / mardi / name @@
+Publication:1023093