A discrete-time American put option model with fuzziness of stock prices (Q2481229)

From MaRDI portal
Revision as of 07:17, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
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
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references