Options pricing with time changed Lévy processes under imprecise information (Q1794512)

From MaRDI portal
Revision as of 04:41, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Options pricing with time changed Lévy processes under imprecise information
scientific article

    Statements

    Options pricing with time changed Lévy processes under imprecise information (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    15 October 2018
    0 references
    fuzzy measure
    0 references
    triangle-type fuzzy number
    0 references
    Lévy processes
    0 references
    stochastic volatility
    0 references
    imprecise information
    0 references

    Identifiers