A discrete-time American put option model with fuzziness of stock prices (Q2481229): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:46, 13 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discrete-time American put option model with fuzziness of stock prices |
scientific article |
Statements
A discrete-time American put option model with fuzziness of stock prices (English)
0 references
9 April 2008
0 references
decision making with uncertainty
0 references
American put option
0 references
fuzzy stochastic process
0 references
optimal stopping
0 references
fuzzy measures
0 references
\(\lambda\)-weighting functions
0 references
financial engineering
0 references
