Computing option price for Lévy process with fuzzy parameters (Q1044156): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 23:55, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Computing option price for Lévy process with fuzzy parameters |
scientific article |
Statements
Computing option price for Lévy process with fuzzy parameters (English)
0 references
10 December 2009
0 references
finance
0 references
stochastic processes
0 references
fuzzy sets
0 references
simulation
0 references