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

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+https://doi.org/10.1007/s10957-022-02108-w
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+W4297988492
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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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+Fuzzy sets
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+Fuzzy sets as a basis for a theory of possibility
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+Publication:2696948