A jump-diffusion model for option pricing under fuzzy environments (Q1023093)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A jump-diffusion model for option pricing under fuzzy environments |
scientific article |
Statements
A jump-diffusion model for option pricing under fuzzy environments (English)
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10 June 2009
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fuzzy numbers
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fuzzy random variable
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European option pricing
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fuzzy jump-diffusion model
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