Computing option price for Lévy process with fuzzy parameters (Q1044156): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2009.02.009 / rank | |||
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Latest revision as of 07:29, 2 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Computing option price for Lévy process with fuzzy parameters |
scientific article |
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Computing option price for Lévy process with fuzzy parameters (English)
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10 December 2009
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finance
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stochastic processes
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fuzzy sets
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simulation
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