European option pricing under fuzzy CEV model (Q2696948): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:57, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European option pricing under fuzzy CEV model |
scientific article |
Statements
European option pricing under fuzzy CEV model (English)
0 references
17 April 2023
0 references
credibility measure
0 references
fuzzy differential equation
0 references
Liu process
0 references
option pricing
0 references
constant elasticity of variance
0 references
