Pricing of European call option under fuzzy interest rate
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Publication:2097490
DOI10.3934/jimo.2022033OpenAlexW4226396193MaRDI QIDQ2097490
Publication date: 14 November 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022033
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Fuzzy partial differential equations (35R13)
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