European option pricing under fuzzy CEV model (Q2696948)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | European option pricing under fuzzy CEV model |
scientific article |
Statements
European option pricing under fuzzy CEV model (English)
0 references
17 April 2023
0 references
credibility measure
0 references
fuzzy differential equation
0 references
Liu process
0 references
option pricing
0 references
constant elasticity of variance
0 references