Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing American Options: A Duality Approach
@@ Property / cites work: Pricing American Options: A Duality Approach / rank @@
+Normal rank
@@ Property / cites work @@
+Augmented Lagrangian method applied to American option pricing
+Normal rank
@@ Property / cites work @@
+A moving boundary approach to American option pricing
+Normal rank
@@ Property / cites work @@
+Fuzzy sets
@@ Property / cites work: Fuzzy sets / rank @@
+Normal rank
@@ Property / cites work @@
+Soft computing in financial engineering
@@ Property / cites work: Soft computing in financial engineering / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing European options based on the fuzzy pattern of Black-Scholes formula.
+Normal rank
@@ Property / cites work @@
+European option pricing under fuzzy environments
@@ Property / cites work: European option pricing under fuzzy environments / rank @@
+Normal rank
@@ Property / cites work @@
+Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options
+Normal rank
@@ Property / cites work @@
+The valuation of European options in uncertain environment
+Normal rank
@@ Property / cites work @@
+Option valuation model with adaptive fuzzy numbers
+Normal rank
@@ Property / cites work @@
+American option pricing with imprecise risk-neutral probabilities
+Normal rank
@@ Property / cites work @@
+Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
+Normal rank
@@ Property / cites work @@
+On possibilistic mean value and variance of fuzzy numbers
+Normal rank