Options pricing with time changed Lévy processes under imprecise information (Q1794512)
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Language | Label | Description | Also known as |
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English | Options pricing with time changed Lévy processes under imprecise information |
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Options pricing with time changed Lévy processes under imprecise information (English)
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15 October 2018
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fuzzy measure
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triangle-type fuzzy number
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Lévy processes
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stochastic volatility
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imprecise information
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